I do leave my threads long, knot them and bury them in the quilt sandwich. I do them after I finish a section and I am checking my machine quilting for flaws. This way there are not so many to do at once. You will save time if you get yourself some easy thread needles. They sell for about $4 at the Walmart for a package of 5? They have a little open area at the top that you can push/pull the two thread into the head of the needle for burying your threads.
Some people prefer to stitch in place a few times and cut their threads instead as they have mentioned. Find out what looks good to you and go from there.