Serious hatch-matching is beginning all over the country, and this is one tool you do not want to leave home without. Before I even tie on a fly I use my eyes and my seine to carefully investigate what kind of bugs are floating around, basically I fish for bugs first! Doing this every time you go fishing will make you a better fisherman, and a better fly tyer.
There are seines on the market for purchase, so if you are rich and can afford $10-20 on a bug net then stop reading here, and go buy one. If not, go to a craft store and pick up some wedding veil (there are other alternatives but wedding veil is my material of choice). You also need duct tape and scissors.
Step 1: Figure out how big you want it. I like mine to be as wide (duct taped edges) as my longest fly box, that way I can roll it up and it will fit nicely in my vest.
Step 2: Cut the wedding veil to size. I double mine up to capture the small bugs, so cut two if you like midge fishing.
Step 3: Duct tape the ends with two or three layers, that's it!
When taking a sample start on the surface, and gradually work your way down the water column. If there is nothing rising and nothing free floating in the water column kick up some of the gravel above the seine and let the silt filter through. This will give you an idea what could be drifting around. As I've said in many previous posts, put one of your flies next to the real thing it should imitate. Good luck and let me know if this helped you catch more fish!