The people at North American Fisherman's Club have done a war of knots. They tested each knot for strength compared to other knots. I was glad to see the Palomar do the best because it's what I have been using. It's a great knot for both mono lines and super lines.
The knot in first place is Palomar followed by the uni knot and the double uni knot. each knot is tested with mono, flouro, and super lines. an put through a tensile strength test.
For a list of the knots tested, description of the knot, instructional steps on tying the knot go to my fishing blog plus an animated video of the knots being tied to along with the instructions.
There is also video of the knots being tested available at North American Fisherman's Club web site.