When knitting I use this join exclusively... there is also a video there showing how to change colors. Hope this helps you. It just takes a few minutes to do... and it is almost invisible within the project (after you knit a few rows you can hardly find it), and NO ends to weave in, which saves you time in the long run. Also, you never end up with a bulky area within your project.
http://www.youtube.com/watch?v=2-u66X5RYjc