Changing colours, I do the following:
For the start of a row/round I tend to make a slip knot as if starting a new piece of work then slip stitch it to the stitch I'm starting in. (That sounds more confusing than it is!). I have been known to also use the knot the new colour and old colour together then pull a loop up in the starting stitch method too. I'm not as keen on that though.
Mid-row or when doing spirals in the round, I pull the new colour through as the last part of the stitch (i.e. the final yarn over and pull through 2 loops) then do the next couple of stitches before knotting it to the other colour (I find it helps keep my tension even if I make another couple of stitches before knotting it)