I sew the sleeve cap to the armscye (two tails). The actual sleeve has one tail, the side seam one tail. Four tails. I weave the sleeve tail back down into the sleeve seam, same with the side seam. I weave each sleeve cap tail backwards into the seam of the cap. No bulk and if I need, for some reason, to unweave one it frees up that particular area w/o impacting anything else.
I like gargoyle's idea, in theory, but have tried working with long pieces of yarn for seaming and found it wants to fray/break from all the sewing action. And, for whatever reason, I don't seem to be able to seam 'backwards' (back down the cap left to right) so opt to work all my seaming right to left (I get better appearance on RS and tension).