DR,

I hope you're not trying to switch lines on your reel during a single day's fishing. That's inefficient, no matter the method. Better to make the single line a multi-purpose one. Cut a floater at 15' and add loops to both cut ends. Then make or buy sink tips in 2 or 3 sink rates and change out as needed.

For seasonal or other line changes, I whip finish a loop on the reel end of my flylines and fasten them to the backing with a clinch knot. I make the loop out of the fly line core by removing a couple inches of the plastic finish with acetone. I coat the whip finish with Pliobond to protect it from abrasion. This has worked well for 30 years or so.

Sg