I admit that I tie on occasion if I think it won't show. I really like spit-felting when I work with a yarn that will felt together--you can hardly tell where one begins and one ends. Very thin yarns have a knot the size of a flea, so I don't think that's a big deal, either.
I mostly knit with both together for a couple of stitches, though, rather than knot. The knot can leave a wonky place if you're not careful.