I'm curious too.
I actually DID join yarns and start a new skein last night. I really hate the join, though. I broke down and knotted it, but the loose tails raise their little heads and snicker at me each time I pass them in the round. Evil little buggers.
Then today I dropped a stitch and have futilely tried to pick it back up and keep my pattern and stitch count correct.
So, I'm going to frog back to the join, only a few rounds, rejoin and try again.
I'm curious how some of the more seasoned knitters have joined cotton yarns, though.