I've posted this before but it really gives an amazing invisible join, where I find all the other ways give you a messy visible join.
Hold the first cast-on stitch next to the last stitch. They are going to switch places - each going to the other needle, one stitch going THROUGH the other stitch (crochet hook very useful here), ending up on the opposite needle to where it started.
Also, you know how with the first stitch-a slipknot- you pull on one end to tighten the knot, and one to loosen the knot? Make sure that the short tail tightens the knot, and pulling on the end going to the ball LOOSENS the knot, not the other way round.
Then you can pull on that end to tighten the join. When I weave in that first end, if I haven't knitted it in from the start, I like to mimic the cast-on stitches.
Good hat patterns in the free patterns section of knittingpatterncentral.com