If you start and stop at the edge of the quilt you can just leave a tail of thread, and let the binding hide it. When starting or stopping within the body of the quilt you do need to bring up the threads before starting or after stopping so that you don't wind up with a tangle on the back. You can tie or bury the threads or do back stitching, stitch-in-place, or small stitches before you bring up the threads. My preference is to tie and bury. I don't think it takes that much longer and it's less visible, but for many quilts (especially if quilting in the ditch) you wouldn't see back stitching or small stitches anyway.