Many of our customers are surprised about the size of leaders and tippets we use for our western rivers.
I would say without a doubt a 9 foot 3x leaders is what I use the most. It is a versatile sized leader, and I can cut it back or add to it if needed to cover many different situations. On many of our freestone rivers, like the Madison, Gallatin and Yellowstone rivers, the water is fast and choppy. The trout have only a split second to decide to eat before the fly is past them. Typically these trout are not leader shy, and as long as you are getting a good drag free drift, they will strike. You want to use as heavy of leader as you can get away with so you have a lesser chance of breaking off and can land the trout as quickly as possible. Another reason for us using heavier tippets is that we are typically using bigger flies on our western rivers. Many of these stonefly patterns, foam hoppers, and big attractors will twist and knot up a lighter tippet. A perfect example is the Salmonfly hatch. Generally the water is high and off colored during this time period. With the banks swollen, the fish are up in the willows and other bank foliage. You need to be able to reach these trout and occasionally you will snag up. Cutting back a 9 foot 3x leader about 1.5 feet will give you a 7.5 foot 2x leader. This will turn over (cast better) big dry flies and give you the strength needed horse fish out of tight spots or save your fly from foliage.
There are always exceptions to the rule. As the water drops throughout the year and the trout get educated, smaller flies and lighter leaders are needed. But for our western area freestone rivers, I only carry 4x and 5x leader and tippet material.