I rarely tie knots. They just seem to be less appealing. Most yarns seem to be fine with the weaving, but cotton is a pain in the neck. I've only made dishcloths with it, but if I made a garment I might use thread and tack it a bit. With other yarns I leave a 1/2 tail or so.
Here's a few links.
Scroll down to finishing/seaming section.
And check here for more seaming help.
Knitty - seaming