To be honest, the only quilt I've buried my ends on was the one I entered into the local fair.
Normally I either manage to hide the ends of the quilting under the binding, or I do small stitches (usually in a tiny little circle so they overlap), or use the 'knot' button if I'm on my Janome.
When I do FMQ I often have to backtrack over my stitches anyway - that's another good spot to hide an end, particularly if it's a bobbin change and I'm going to start up in the same spot anyway.