I will take a few stitches in place and/or backtack at the beginning of quilting, then snip those threads. I had a Home Ec. teacher (do they even have Home Ec. now?), who would lecture us severely if we did not clip all our threads, so it was a habit I started and have kept. I find that if I'm working with someone who doesn't clip their threads, I go a little postal mentally; and I know I drive them crazy, but it's so much easier to clip as you go along.