Well, I always like to splice my yarns and then sew in the half-thickness ends a bit. I find this is a good way of joining and, if you do the splicing over a good few centimetres of length, you are extremely unlikely to have any unravelling problems. This is the front of a little bunting flag I made this morning. The yarn was spliced in the third round of the crochet and I defy you to find the join!
This is sock yarn, so is a little fluffy.
I made the socks using a separate ball for each sock, so I didn't have to splice in the second sock, although the splicing method is perfect for socks.
Here is the back of the bunting flag...
Eagle-eyed knitters with lots of experience with self-striping sock yarn will, of course, know that the splicing took place just under the final 'e' of the word 'here' in this photo...
...because there is a sudden change of colour. But you will not see the join.
However, today I came across this video, showing how you can use a special knot to join your yarn, and it will be very secure - although the video-maker (Clara, I think) does advise against using it for socks, as these take a lot of movement in the wearing.
See what you think!