I just read an article today in an old IK magazine. I haven't tried this type of join, but I will next time I do intarsia.
*When you get to where the new color starts, drop the old color on the WS.
Insert the right needle into the next stitch as if to knit. Leaving a 4" tail of the new color, work the stitch with the new color. Let go of the new color, then pick up the strand of the old color and place it over the strand of the new color just worked. Keeping a slight tension on the old yarn, pick up the new yarn from under the old one and make the next stitch with the new yarn. Drop the old yarn and continue to work the stitches indicated on the chart for the new color. When it's time to change colors again, repeat from *
So reading this again, it's just starting with the new yarn and making sure you hold the strands the way you would when you switch colors. Makes sense.
Some articles also tell you to just tie a knot.
Edited to add--The article on intarsia is in the Spring 2006 Interweave Knits if you wanted to pick it up.