I bury the threads for quilts that are going into the gallery if they are traditional quilts. If they are art quilts that are non-traditional then I either do the tiny stitches thing, or I bury the tails, depending on what I think the quilt needs.
For quilts that get used in my house, or given as gifts to be used, I knot off my thread by wiggling my quilt back and forth slightly and then done some tiny stitches just to make sure.
Rob