Scraplady

I personally don't care for the "lock" stitch, either the built-in one because it makes a messy knot on the back side, or the "start-at-zero" stitch because it usually winds up making a small knot on one side or the other also. First of all, I try to plan my quilting to have as few stops and starts in the interior of the quilt as possible. Obviously there are going to be some, and depending on the pattern, maybe a lot.

My preferred method is to pull up the bobbin thread, leaving long tails, and then just start stitching. I then come back, and with both the thread tails together, make a small knot very close to the fabric and tuck the tails. If you tug gently but sharply on the thread tails, that knot will "pop" into the fabric and disappear. Then I tuck the tails back the opposite direction and and clip. I think there is probably some technical term for this, but can't remember what it is. Yes, it takes a little more time but I think the results are worth it. It gives a smoother look and feel to the quilt surface.

I'm sure you'll get as many different answers as there are quilters on this board, LOL!