I leave some tails and use a Spiral Eye Hand Sewing Needle (this is a self sewing needle with the hole on the side instead of on the top) to bury the threads. They are pricey, but worth it since they don't cut into my fingers (I don't do much handwork because of my hands). I am not affiliated with the company, but love the product (Nancy's Notions also carries them)
http://spiraleyeneedles.com/Needles.html