Here's a few tricks I've (re-?)invented...
1) Use the "2 circular needles" method, with JUST the needles from your one Interchangeable needle set!
(What's the "2 circular needles" method? See Small Diameter Circular knitting, here.) Obviously you can't make 2 complete sets of circular needles of the same size, because that would require 4 needle tips of the same size, and you only have two in your kit. But what you can do, and this works JUST as well, is put the size needle you want to work with, on in the right hand side of each pair of circular needles. Mis-match the sets with a smaller needle on the left side. Because you're knitting ONTO the right size needle, in both cases, you'll have the correct gauge! The needle your knitting OFF of can be smaller, and it won't affect your gauge! In fact, if you're a tight knitter, this is a good idea anyway!
2) If you're a tight knitter, you can make your tight stitches much easier to knit into! For circular knitting only. Just replace your left needle tip with a smaller needle size. If you're only knitting off of this needle, and not onto it, it won't affect your gauge, and knitting will be much easier.
3) Inserting a lifeline There's a big shortcut you can use with interchangeable needles, when you want to insert a lifeline (what's a lifeline? Video on this page). Instead of threading a tapestry needle with cord and running it through the stitches, you thread the Knitting Needle itself, and let it work the cord in as you knit! There's a little hole in the set (you know, that hole that the tightening tool goes into) that could have been designed for this purpose!! Even the Denise set has this hole.
4) Make i-cord by using your needle tips like DPN's. Definitely works well with the Boye set, not as sure about the Denise set. You just knit off the threaded end of the left needle; because that end tapers, it's easy. (Idea contributed by Urraca, below.)
I'm pretty sure I'm the first to come up with that lifeline idea. Seems like one that would have caught on by now if someone else had thought of it, don't ya think? Next thing you know they'll be drilling holes in straight needles so they can do this too! ...Hmmm, think I should patent this? :shock: