I have hear so many of you talk about knots. I know that the Russian join is a good one, but sometimes the yarn cannot do that if it is so thin... like baby yarn. So, I will tell you how to do a "weavers knot.
First you make a slip knot then you take the end of the yarn that you want to join and put about an inch or so through the loop. Pull the two tails of the slip knot and you sould feel a slight pop. I saw this on Knitting Daily.
I have done this and it works. I have the instructions printed and in my knitting note book. I can remember this more easily than the magic knot. I did the Russian join last night on a project where I found a knot in my skein. It works for most yarns. I also use the braided join. The braided join works very well. I often combine the weavers knot/ magic knot with the Russian join. I make the knot, leave long tails and then Russian join them into the yarn in each direction.