hm, I like size C rod guide thread. Check these out http://ringwoodfcs.proboards40.com/index.cgi?board=howto&action=display&thread=355 and http://www.lakemichiganangler.com/tips/making_flys.htm
I have made them using both methods. I prefer using the thread. I don't use heads but rather tubing that I buy at http://www.mcmaster.com/#. It is dirt cheap