I use the felted join.
Are you making sure to fray the ends and then snip half of the plies before you felt them together? I love to use this method when working with wool yarn. I never notice it in the finished work… it might be noticeable if I were making lace or something, but usually it is very invisible.
if I am not using a wool yarn, then I use a Russian Join, this join is much trickier and sometimes the little ends pop up to annoy me, but I just snip them carefully and after I get a few inches into the work they disappear into the stitches. (there is a Russian join demonstration on knittinghelp)
but yes, weaving in ends is awful, and yarn companies only make it worse by selling 50gm skeins of yarn. They are truly sadistic. I don’t want to join yarn 12-20 times in one sweater.
What are you making out of wool that you do not intend to felt? Something itchy?
anyway, I like to use the felted join. You are the only person who will ever know it is there (after very close scrutinization).
but some don’t mind wasting a few yards of yarn, and they like to start at the beginning of a row (which can be very easily hidden in a seam). That is just fine… but make sure you buy a little more yarn that the pattern suggests.
When I have a project 99% complete, and I need just enough yarn to finish a bind off row, and I don’t have quite enough, I look at those “few yards” of yarn that I so carelessly wasted and cry (or… do something more manly). That happened to me when I was making a gift last year. I was so mad at myself, I bought ONE more ball of yarn (which took FOREVER to arrive) and that was when I started using the Russian Join.