Just saw this post (thanks clee for the shout out). I make and sell furled leaders on my website. I like to make them out of uni-thread as opposed to mono. I think that the uni-thread leaders are softer and more subtle although I like to use mono or fluoro ones for pike and bass on a heavier weight rod.
The twisting can be super frustrating. I learned from one of my good friends and I have wrecked dozens and dozens of leaders. I am a visual and hands on learner, so I don't know if there is much I can do to explain without actually seeing what you are doing. I know that there is a happy medium between under-twisting and over-twisting the thread or mono.
I think one of the best resources to check out is the furled leader forum -
http://furledleaders.proboards.com/But beware, those guys take furled leaders to a scientific level that can be dizzying (and a bit ridiculous). Having said that, there are quite a few beginner threads on there that can be helpful. It's a bit like tying flies in that once you find a formula that you like, practice over and over again to get it perfect.
Feel free to shoot me a pm if you have any specific questions and I can try to help you out.
I also sell those furled leaders on my site -
http://azwanderings.com/shop/And here's a little blurb I wrote up about the ones that I tie up -
http://azwanderings.com/furled-leaders/ Ben