This can be a tough hatch to fish, since Sulphurs often vary a lot in color from stream to stream. And there are usually two distinct hatches on most streams here in the East. The largest one (Ephemerella invaria) , size 14 and 16 usually hatches first on most streams (early May through June around the Catskills) and the nymphs tend to be dark brown. They tend to like medium to faster stretches of water. A Pheasant Tail is a good one for this hatch.
These are followed a little later by smaller ones 16 and 18 (Ephemerella dorothea) (from late May through July) and these tend to be lighter in color (tannish, amber, olive brown). These nymphs usually prefer slower water stretches and pools. If you have a hares mask, you can use some of the those tannish colors, or if you have some dubbing you can mix up a batch of lighter colors in those tones.
Here’s a pic of some of the smaller lighter colored ones from a PA stream:
Both hatches can be on the stream at the same time this time of year. The nymphs will float on or just under the surface before they change into duns, and fish can key on this stage and drive you crazy by breaking the surface looking like rises, but ignoring your dries. If you’re tying nymphs, you might want to use dry fly hooks and dry fly dubbing in these colors. (If you want to fish these deep you can always add a micro split shot.)
It depends on how crazy you want to get with your tying:
Easy- PTNs or dubbed in 14-18 should be good, with size 16 being a good one as a compromise if you only have time to tie a few. You can always fish these as a dropper of the rear of the hook of a sulphur dry on 6-8” of tippet to keep it near the surface.
Little more complicated: Dark ones in 14 and some lighter amber in 16 and tannish ones in 18 , using dry fly hooks and a dry fly dubbing with a short wing using a short tuft or loop of light gray (light dun) CDC or Poly on some.
Once you get to the stream, kick over a few rocks to get a look at the naturals if you can, for tying later on. You could also pop into a local fly shop that ties their own flies (as opposed to selling ones from Kenya) to get a sense of the local colors for nymphs, duns and spinners, since sulphur colors can be all over the place from stream to stream.
Other patterns for dries: Sulphur Sparkle Duns are a good pattern, as are Spent Wing Spinners (wings can be white or pale dun poly, CDC or wound hackle trimmed top and bottom) with an orange egg sac. The body color can vary on these too from stream to stream, from pale yellow, to yellowish/orange, to a greenish/yellow but pale yellow with an bit of orange in the thorax is a good guess.
Good luck—it’s a tough hatch to fish because fish can be keyed in on different stages---- and this time of year there’s also a lot of other stuff on the water.