Method #1 The Eye-Anchor Wrap from Fly-Tiers Benchside Reference

From The Fly Tiers Benchside Reference: 

Techniques and Dressing Styles by Ted Leeson and Jim Schollmeyer (Pre-Order Now)

This technique is simple, fast, and sure, but restricted to wires small enough to pass through the hook eye. 

Step 1.  If desired, lay a thread underbody on the shank, and leave the bobbin at the rear of the hook. This method, however, works well with a bare hook shank, as is used here.

Insert the wire through the hook eye so that just a short tag protrudes. 

Angle the wire down the hook shank, as shown, to the point where you wish the wire wraps to begin.

Step 2.  Wrap the wire in tight, touching wraps to the end of the underbody.

Step 3.  If using lead, pinch the wire between your thumbnail and the hook shank to shear it off. Lead wire can also be cut with a razor blade. Trim wires of other metals with wire cutters.

Step 4.  Pinch or cut the tag of wire at the head of the underbody.

Mount the tying thread directly against the front of the wire wraps, and winding back and forth across the hook shank, build up a taper.

(If the tying thread is already attached and positioned at the rear of the shank, build the rear taper first.)

Step 5.  Pull the tying thread to the back of the wire wraps; do not wrap the thread back, as it will merely slip between the turns of wire and separate them slightly.

(If you have built the rear taper first, pull the thread from back to front and build the front taper.)

Step 6.  Build a similar taper at the rear of the wire wraps. Abut the thread tightly against the wire to squeeze it between the two thread tapers and hold it in place.

Step 7.  Working back and forth across the shank, overwrap the wire with tying thread to secure it.

Get all of these fly-tying techniques. Order "The Fly Tier's Benchside Reference.