I can knit on dpns but in the main I use circular needles and magic loop. I don't think the type of yarn you're using should cause the problems you've been describing. If we can help you figure out why your join isn't working well, you'll be able to use circs just fine. You could encounter the same or a similar problem with dpns, so whichever way to choose to knit in the round, we need to help you figure this thing out.
Denial, anger, bargaining, depression, acceptance...the five stages of frogging.