I strictly fish dry flies, Ants and elk hair caddis seemed to do best. Anything with bright/flashy color was immediately rejected. Next trip I think we need to stay for a few days to make it worth the drive time. Also hitting it around stocking would be nice; any idea on what weeks/day of week they show up?
I have to agree with bigjhoov on this one. Being a purist, you're going to be using a tapered leader and gonna need to know how to actually cast a fly instead of plop a jig and a bobber. Rob Woodruff has a degree in Entomology. He gives classes on the insects and their life-cycles at LMF. He is an Orvis-endorsed guide, too.
Jessie King was guiding on the LMF while other guides on this forum were in diapers. He knows the area better than anyone around. He owns the fly shop on Hwy 259 right by the first entrance to the park.
Another option would be to check with one of the Orvis stores in the Dallas area. Their fly fishing 101 and 102 classes are put together to help you with your casting as well as teaching you how to read the water and current while not focusing on one style of fishing or any one certain fly. Some of the store associates carry Oklahoma fishing guide licenses. They would be able to show you around.
Being a dry fly fisherman, or a purist as some would label you, you should have gone to Zone II while you were there. I was there this weekend, and there were some decent sized fish taking Griffith's Gnat in the current just below the dam and also below the first riffles. I think some people call that area 'the chutes'. They were also taking soft hackles swung in the current.
Do yourself a favor and check out guides associated with the Lower Mountain Fork River Foundation. You'll find gentlemen that know and respect the area. They are the reason we have such a wonderful trout fishery so close to Texas. The LMFRF has put in lots of hard work to give you the opportunity to catch pesky little par-marked, wild rainbow trout.
Some people find it boring to catch those beautiful wild fish. I even had a ton of fun catching bream below the bridge by the swimming hole this weekend. Some decent-sized rainbows mixed in with the bream was a real bonus. They were taking copper john and olive hares' ear with a gold rib.
Don't let anyone here step on your enjoyment of fishing strictly dry flies. There are plenty of fish that look up to feed. Rob Woodruff can fill you in on what they're looking for.