I usually just sew a few realy tight stitches then cut the thread. All my books basically say to do that. How ever I have not quilted a lot and also mostly go off the edge so it realy would not matter. But I have a runner I made that I use on my kitchen table and it gets used a lot. So I wash it a lot and no quilting has come out, undone or whatever. I just did the tiny stiches in the beginning and end and it is fine. :D