Luv2bake6: Here is a thread i have: http://cakecentral.com/cake-decorating-ftopic-630347-0.html
If you can sometimes i find it less messy to put the RI into the stocking and then put it in your piping bag and then press the RI out pushing on the top of the icing bag that way your hands don't get messy.
HTH
I tried using the stocking and sieving the icing through it and it made a big mess for me to clean up, lol. What I do now, is take a square of nylon (cut from a new, clean, knee-hi) and put it between my tip and the coupler. I sort of stretch it out a bit over the coupler, then screw the tip on with the coupler ring. Anything that would be large enough to clog my #1's and #0's gets trapped in the stocking 
I was piping the other day using that coupler and i think it caused my icing to leak out the top of the srewey bit. I kept adjusting it, the bag, the tip to stop it leaking but it just didn't want to
When I cut my bags to use with the coupler (I usually use disposable), I cut the bag so that it goes down almost to the end of the coupler, rather than on the threads of the coupler. I find that I have a lot less leaks that way.
~Chelle
I love that bad joke lol Oh i forgot to add that yesterday i made a batch of RI using real egg white instead of the meringue powder and i was piping trough a #1 tip and it only got clogged ONCE! I was amazed at the difference, i didn't have to put it through a stocking or anything! How weird
I did use a hand mixer too and didn't beat it for long....so it's either the difference between real eggs whites and powdered or the fact i used a hand mixer to a paddle in a stand mixer. Not sure, though maybe the egg white dissolves the icing better?
The quality of your icing sugar plays a big part as well - CSR is the worst!!
The better quality icing sugar is available from food wholesalers.
If you sift your icing sugar prior to making your royal icing it should remove all the lumps and no need for the stocking.
If you are using fresh egg white - you need to remove the CHALAZA - the stringy bit in the white (it isn't an embroyo as some would suggest but there are actually 2 of them and they keep the yolk in place. They are more evident in fresher eggs 
This little "goober looking" thing will clog your tip as well.
Elise - you need to sift your icing sugar through a finer sieve or cloth..... similar to your stocking!! That way all the work is done before it gets to the icing and into the tube. Also the choice of tube make a huge difference for fine piping. Wilton tubes are rubbish for this sort of work - they are seamed and you will find the icing stream corkscrews. Try a PME brand or if you can pick up some old Bekenal brand - even better! Discontinued now!
I have had students say they can't pipe for nuts... and then you let them use good piping tips and good royal and they suddenly have an A-HA moment.
You do need to look after your tips though - they are easily damaged.... so find yourself a nice little safe box for them
Try another icing sugar that is superior grade - you WILL really notice the difference.
Bundaberg is probably the easiest brand for you to source.
I have quite a few wilton brand piping tubes lol They are the only brand i can get at the places i go, but i don't find them too bad but i guess i have nothing to compare them too lol Everywhere i go near me just has CSR icing sugar too, i have never seen bunderberg icing sugar anywhere! May keep an eye out for it though
Oh and yes, i have a nice little seperate box for my tips
Edited to say: I just looked at my wilton piping tips and none of them have seams, maybe they changed them?
If you're happy with the tips you are using (no matter the brand) - thats all that matters
Its only when things aren't working so well that you need to look at alternatives
Only mentioned the icing sugar brand as you were saying that despite sifting you were still getting little lumps.
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