If I recall, I think knitting into the front and back of the stitch is one increase that doesn't leave a hole in the work. I believe Amy has a video of this technique -- you start to knit as usual, and then, without completing the stitch by dropping it off the needle, you re-insert your needle into the back of the stitch and knit as usual (dropping the stitch off). The result is two loops created (the increase!).
The Stitch N Bitch book has a chapter on increasing and decreasing which gives good explanations of all the types and when you would use certain types.