I start the new yarn when I run out of the old one. I tie the ends loosely, then work a few more rows an rearrange the knot so it's the back of a purl bump on the WS row and tighten it, then weave the ends in. Or you could use the Russian join for a knot free looks like one piec join. There's a video on the Tips page, I think.
sue- knitting heretic