I usually pick out the last 5 or 6 stitches, tie top and bottom threads, and bury the knot. It's not much more time consuming than burying the knot when I start the stitching, and I've decided I like that better than stitching in place. However, sometimes I'm in a hurry, and the quilt isn't that "special" - so I stitch over the previous stitches and go on.