For some reason I didn't tie any mayfly nymphs last year - I am a confirmed dry-fly fan, but that is not to say I don't fish with nymphs, of course I do, but there is always a preference. I think it is the visual aspect that I has me tying on a dry-fly when I can; you cannot beat seeing a fish rise and your fly disappear.
This time around I have managed to tie a number of nymphs. In the past I used Steve Thornton's Mayfly nymph that he tied with his Virtual Nymph Skin ( see here for a very old SBS I did a few years ago). In homage to this fly and to Oliver Edward's Wiggle Mayfly nymph I have been tying a fly that utilises the tightly wound yarn body from the Wiggle Nymph with the overall profile of Steve's pattern and incorporating kinked rubber legs.
Hook: I use a curved longshank hook, for example Tiemco 200 or Veniard Osprey VH115.
Thread: White 50d GSP
Underbody: Adhesive lead sheeting
Tail: Dark brown goose biots
Body: Cream wool/yarn
Gills: Golden brown dyed ostrich herl
Wing buds: Dark brown goose biots
Legs: Medium Flexifloss/ Large Montana Fly Co. Tentacles in tan, kinked with a hot tip cauteriser
Thorax: Cream dubbing, I used the same wool as the body shredded
Thorax cover: Virtual Nymph Nymph Skin 3mm translucent coloured with dark brown marker
Head and Protonum: Same as thorax.
To note, if you are wrapping the wool from back to front - opposite to the thread wraps - it will help immensely to tie the wool in the end where it has been cut from the ball. This way you will be twisting with the wool and the twist will remain as you wrap it around the hook shank, rather than the twist loosening as it would if you tied in the opposite end.