Even though i am nowhere near as good a fly fisher as Mark probably is, i heartily disagree. (Mark, you can't be serious!).
You do not need to go any heavier than 3X for trout, Unless you are targeting very large and heavy triploids or the like. 3X is plenty strong for any trout to 10 lbs or so in a lake, if you are any good at playing a fish, and should be heavy enough to turn over a wooly bugger. I use store bought 9' 3X tapered leaders and will often add some 6 lb Maxima for a tippet if necessary, or use 8lb and 6 lb Maxima to rebuild when the 3X starts getting eaten into.
I also use also use store bought 9' leaders tapered to 4X, and have landed most of the larger trout hooked, although it can get sketchy with an 8 or 10 pounder on the line. This is lake fishing, from a boat. Fewer, if any, snags to worry about, and lots of room for 'em to run.
I will often tie some 4X 5.5 lb test tippet to the 6lb Maxima, as it is much smaller in diameter (Maxima is kinda thick). This usually gets me more strikes than the 6 lb Maxima, all other things being equal. I use a non-slip mono loop on Maxima 6lb test and above, but just a clinch knot on the 4X, with a wooly bugger or streamer.
If its windy, I put away the 4 wt and use my 6wt so that I can actually cast. I prefer casting smaller buggers (size 10 and 12) for the 4 wt rod, anyway.
12 and 15 lb is way too thick, easily seen by the trout in lakes, and will cut down on your strikes considerably. I believe that is horrible advice to use such heavy leader for trout. I prefer 4X, and although sometimes I get busted off by a large fish, I can usually get them in reasonably quickly with that. If I think there are enough large fish around that I will most likely hook one, I'll use 3X for that "secure feeling" and to get 'em in quickly.
All the other replies to your quetion were great, but you certainly don't need anything heavier than your 8.5 lb test 3X leader. That will do just fine!