Redhook,
I don't know for sure why you're losing your floats but I find I seldom lose them anymore. Here are some things to know in case you aren't already doing them:
1. Be sure that your main running line is at least 2 pounds heavier test than your leader. In fact in this case more is better. If you use at least 20 pound braid and an 8-10 pound leader with a slider float you'll almost never lose your float. If you go to the Siglon, be sure that your leader below is configured so that it will break before the Siglon.
2. Attach your float to the heavier running line, not to the leader.
3. Always run a swivel or inline weight below your float. By doing so, if/when your leader breaks below the weight/swivel your float won't slide down and off the line.
4. If you use floats that attach to the line by rubber or plastic sleeves, add and extra sleeve to the bottom stem of the float. Just a little extra insurance against the whole thing coming loose and floating off in a case where your jig is snagged, you pull tight on the line, and your sleeves stretch, allowing the float to come loose and go floating merrily downstream to me fishing below where I scoop it up and put it into my bag. (By the way, the popular Steelhead Stalker floats have recently been produced with sleeves that are too big for the stem. If you use one of these without some kind of modification, just figure that you're supporting the company that produces them in a big way. Again, I hope I'm downstream.)
5. Consider using a sliding float for all your fishing. This eliminates the sleeve problem. If you use a bobber stopper knot and bead on your line both above and below the float, it can be used for all float methods including slider, fixed, and fixed-holding back. Takes a few extra minutes to tie up this rig but you'll find that you will be versitile for every spot you fish and you won't lose many floats.
Now if you already know all this stiff, just disregard this rambling post. I donated my share of brightly colored (and expensive) floats until I figured them out.

zonker