Here's what I do - I take one stitch, bringing the take-up lever back to the top position. Lift the presser foot, hold onto the top thread, move the quilt away so you can pull up the bobbin thread. Now both threads are on the top of the quilt. Put quilt back under needle so it will go back into the same hole you originally made. Lower presser foot. Now I take several tiny stitches - if you are freemotion quilting, just move the quilt very slowly. If you are straight-line quilting with the feed dogs engaged, reduce your stitch length to about .5. Now start quilting with your regular stitch length, and when you are far enough away from your starting point, clip your threads. When ending a line of stitching, do the reverse - finish up with several tiny stitches, again bring the bobbin thread up to the top and clip.
Have fun!
Andi