Like Aashley333 I wind more than one bobbin when it's time to wind since I piece virtually everything with the same thread that I buy in supersize spools. That doesn't mean I don't run out, though, and try to keep an eye on the bobbin when I know it's getting low. Sometimes I get so caught up in what I'm sewing that I forget to keep checking the bobbin and lose the lottery. Sometimes I win, too, but think I'm more of a loser than winner. Just the other day I was chain sewing pieces 20" long and didn't know I'd run out at the beginning of one until it fell off the back of table leaving the next one well under my needle and the upper thread tangling. What annoys me is the waste of thread. Once upon a time I kept those long pieces to use for hand sewing but now just throw it away and take it as part of the process.
Onebyone, I'm going to try colouring the end of the thread before beginning the next bobbin wind and see if I notice it. I use ecru thread for my piecing. Thanks for the great tip.