When I started out with the longarm I didn't bury my threads. I stitched more or less in place instead. Now I've started burying the threads and I was surprised that it isn't much more difficult than stitching in place, and I think it will be more secure in the long run. When I am starting to stitch, I bring the bottom thread up, then stitch away. I just wait until the needle has moved away from the starting point, then go back to the starting point, knot the two threads, and use a self-threading needle to bury them into the quilt. When I finish stitching (or run out of thread) I have a little more trouble getting the bottom thread up, but if necessary I undo a few stitches so I can knot and bury the thread. If the design permits, I start and stop off the quilt so I don't have to bury anything, but often that's not possible. I don't know if this is how everyone does it, so I'm looking forward to reading the answers others give.