I think you have to be using fly tackle, primarily a fly line that is the casting weight. A weighted clouser is a jig if you throw it on a spinning rod and a fly if you throw it on a fly rod. It gets pretty gray with bobbers & jigs and such. I think that beyond the legal definitions in the regs, everyone makes choices about what they think is still fly fishing and what is not. Personally, any fly that is so heavy I could throw it on other tackle isn't very fun or interesting.
I think the biggest difference is the placement of the eye. If it's at a 90 degree angle, it's a jig. Also, you don't see alot of flies with the hook and lead being 'uni-body'. But I have seen jigs that use bead eyes like a fly.
Botton line (IMHO) - 90 degree offset eye, presentation, and the terminal tackle used is the biggest differnece.
So if you have a leadhead fly with a 90 degree eye - are you really fly fishing or jig fishing? I would say jig fishing - especially if using an 'indicator'...
If you are fishing with a weighted fly (normal fly hook), fly rod, reel and line, and a 'strike' indicator - I think you are essentially jig fishing. A jig is just more efficient in deeper and faster water because you know pretty well that it is directly below your 'bobber'...
"True" flyfishing would emphazise using good line mending techniques to get your modestly weighted fly down to the fish.
But if you are having fun and following the regs - who really cares?
IMHO: Accepting the fact that flyfishing is differentiated from other forms of fishing by casting the line rather than csting the weight of the attached lure, and that it involves presenting an artificial rendition of a food item to the fish, coupled with the standard definition of a jig being a dressed hook with a weighted head, I submit that using something along the nature of a Clouser (technically a jig)still remains fly fishing as it is the line that is propelled by the cast with the fly being carried by the cast. Once the weight of the "fly" or "jig" reaches a weight where it is cast and not the fly line, you exit the realm of fly fishing. Just my $0.02 and I'm sure others will disagree.