If possible, I carry my yarn up the side of a scarf...but not on the very outside edge...about 1 (or 2) stitches in from the end. The edge is clean as a whistle. Of course, I realize this will be trickier with radically different color changes...but it can be done.
I did this with a scarf where I had to alternate skeins due to color variations in the hand paint.
