I've gone more to knotting and burying the threads. I keep a larger eye needle on my handlebars so I can do it as I'm working. It's a real drag to be looking the quilt over trying to find all the thread tails later on. If for some reason I don't, I try to put a safety pin near the spot as that is a lot easier to find.
if I can start and stop at a good hiding spot, I'll do that. Often I stitch until I run out of bobbin thread, and then I'll rip back enough stitches to get at a good point and have enough thread to knot and bury. I just hate having a bunch of partial bobbins that I have to carry into the house to rewind to use for piecing. It's not a big deal, just something that bugs me to do.