Hi! If you don't mind a forum newbie sticking her nose in,
here's what I do.
When I knit the first stitch, I hold both the working yarn and the tail together and use both to knit the first stitch then I just drop the tail after I've worked the first stitch. The extra bulk from the tail fills in the joining and makes it less noticeable.
I don't think it's quite as invisible as some of the other methods mentioned, but it's really easy to do.