Lion Brand has a few awesome “finish while you knit/crochet techniques”:
The Russian Join: This is a fantastic way to add a new skein of yarn to your work without weaving in any ends. It creates a steady, secure join, so it’s great for most yarns.
The Felted Join: Working with wool or another feltable yarn? Try the felted join! This technique locks your two yarns together, creating a solid join without a darning needle.
Crochet over your ends: Why use a darning needle when you can use your hook? This quick strategy allows you to keep crocheting as you tuck your yarn ends into place.