Previous posts are correct: focus on native fish (barbless, please) as they are more agressive to a fly, especially in cold winter water. Work your fly slowly near the bottom and consider using a short (4-5 foot) leader.
There are a couple good videos out there by Waller, and 2 good books by Trey Combs: Steelhead Fly Fishing, and Steelhead Fly Fishing and Flies. The latter is still available in paperback, cheap.
I'd focus on the Sauk and Skagit in the next two months. Good fish, some monsters, and you'll meet all the legends of fly fishing. Good luck.