Small running stitch, trying to keep the stitch 1/8" (this should be the the space between stitches or the stiches themselves). Stack about 4-5 stitches (whatever's comfortable for you) on the needle before you pull it through. Then backstitch the last stitch when you stack more it.
So you don't start with a knot, you can backstitch the first and last stitches. They shouldn't come out then. And knots can eventually wear holes.
I hand-pieced a tumbling block baby quilt for my now 7 yo son. It's held up through washings, balled up under the bed with the dust bunnies, and drug all over the house. In the beginning I wasn't sure it would hold up. I wasn't totally convinced that hand sewing was as strong as machine. I'm convinced now.