I do one row in the new colour and, then, once I get back to the first stitch, lift the stitch below, (in the old colour) onto the left needle and knit that one together with the first stitch of the new colour.
Once that's done, I carry on with the new colour until I'm ready to change again.
That will give you a 'jogless' stripe.
As for leaving no holes, you need to twist the two different coloured yarns around each other, (just the once, not kazillions of times) on the wrong side before knitting with the new colour.
I'm sure there are much better explanations here on KH!