Finally getting around to using the Fly Rod I got @ Christmas time. I put the backing and fly line on it connected via nail knot.

Now I need to know how (what knot) to make the connection from Fly line to tapered mono leader to Fly?
During some google searches I also saw some videos talking about tippet which sounds like it replaces the final connection from tapered mono leader to fly?

Should probably have checked the library for "Fly fishing for dummies"

i use nail knots to connect my fly line to a butt section of 30# mono, which i then blood knot to my leaders. You could also put a perfection loop on the end of your butt section and loop to loop connect your leaders.
At the end of my leader i will connect some tippet material, again with a blood knot, or double surgeons knot.
from your reel it should go
backing
fly line
butt section
leader
tippet
fly

Although a nail knot is the cleanest, best-performing connection between fly line and leader, I hate tying them, so I usually use the nylon braided loops that come with sink tips (or sold separately). The loops do create a "hinge" in the system that can compromise a bit of casting potential, but for the most part, if you keep your casting loops tight, the loops won't kill you. Plus, they make changing between different types of leaders (sink tips, mono, furled, etc.) a snap while in the field. I know a lot of folks don't like them, but I do. Just make sure you use super glue on the loop to line connection.

Another thing I have tried, with some success, is nail-knotting a short butt section to the end of the fly line and tying a perfection loop at the end of the butt section (D3 mentioned the loop system). This keeps you fishing for a long time without retying the nail knot, but I find it doesn't cast quite as nice as a straight knotted setup, and I sometimes have trouble with the leader getting caught on the tag end from the perfection loop while the cast is unrolling. That can lead to some nasty tangles if not identified and addressed immediately.

I will say that D3's setup sounds like a good way to split the difference, so to speak. With his system, you will only need to tie a new nail knot occassionally (when your butt section gets too short or too worn), and you will retain the integrity of the system, which will make you a happier caster. If not for the fact that I know it would mean tying more nail knots over time, I might give it a try. Heck, maybe I'll give it a try anyway....

Ok, I hadn't read anything about the butt section online but it makes a lot of sense if I needed to change the leader out

How long should a butt section & tippet be?

I've got a 9' 6wt if that has any bearing on the answer.

Its going to depend on how long of leader you plan on fishing and the type of fishing. But i would say about a 1' or less of butt section, that will allow for your short leaders to be short and your long leaders to be long, but if you go with a long butt section say and you want to fish a 6' leader your either going to have to make your own or just dont fish a short leader, and the same applies on the long leaders unless you want to start fishing 15' leaders. As for the perfection loop, do whatever you can to cut that tag end short, there are only a few knots in the world of fly fishing that require a tag end left long and that is not one of them. If everything is done properly in the set up you shouldnt even notice the perfection loops in there.

Just a couple of other options.
One is to double the line over on itself to form a loop. Form the loop size you want. Place a couple of nail knots on it and cover them with Loon Knot
Sense.

The other is to put a braided mono loop on the end of your line. Once the loop is installed, you can tie a perfection loop on your butt section and blood knot your leader to the butt. You can also just tie the perfection knot on the end of your leader and connect it directly via loop to loop.
http://www.danblanton.com/gettinglooped.html

If you are fishing mainly for trout, attaching the butt with a nail knot is all you really need.

Backing to arbor - arbor knot
Fly line to backing - nail knot
Butt section (10-12") to fly line - nail knot
Leader to butt section - loop to loop connection via the double surgeons loop (faster to tie than the perfection loop and, unlike the perfection loop, it creates a loop in line with the standing line)
Tippet to leader - double surgeons knot

If you don't like nail knots just bear with it. After all, they'll be the only two you have to tie unless you get new lines. The loop to loop connection is fast strong and prevents the butt section from being shorted and lost from nail or blood knotting your leaders.