After reading "The Sweater Workshop," I learned a way to join yarn that I wasn't doing before (this may be the normal way, and I just didn't realize it!) : on the stitch where you are joining the old and new yarn, pick up both the old and new yarn to complete the knit stitch. This leaves 2 loops on your needle (instead of 1). On the next round, knit those two loops together.
This has been working great for me on the sweater I'm making -- creating a nice, tight join of the new yarn without any knots. I do use a stitch marker to keep track of where I need to K2tog, and it is a little loose until you K2tog, but then it is a snug join.
"Pinup Queen" by Annie Modesitt from Stitch N Bitch