as I switch from one roll of yarn to another do I knot them together or just work them into the line of stitches?

Definitely knot them together and work the tails/ends into your stitches.

when joining another yarn into your knitting, leave a tail of about 4". Simply pick up the new yarn, leave a tail of about 4" and continue to knit. The tails of yarn will be woven into your knitted piece when finished. Use a blunt and large eyed needle to weave in tails.

Depends who you ask. I have done both. I think I prefer knotting, because it feels more secure to me, but sometimes the knot shows. If you take several stitches with both strands of yarn, and work tails in later, it holds well, but may show a little lumpy in that spot depending on the yarn you use. Some people say to just take ONE stitch with the two pieces of yarn, and work the ends in later, but it just makes me too nervous that it will come undone in washing, so I don't do that.

You can always try both and see what you feel best about.

If you are using wool, you can felt them together....

Knot them without a tight knot while you're working, and then if you want to, untie the knot and work in the loose ends. When my kids were little I had more than one "accident" where the knitting project got terrorized and the ends were lost, or nearly lost, but that area never quite looked the same after I fixed it...

One solution is to thread a yarn needle with one end and 'sew it' into the end I am joining with for an inch or two. Then you can pull gently on each side of the splice and the ends just disappear into the splice It makes a very smooth joining. If the yarn is really bulky you can remove a couple of the 'plys' from each end before 'sewing' them together to reduce the bulk.

I always join my yarn at the beginning of a row, joined with a knot that you can then hide in the seam later

this is what my teacher taught me how doing the splice and it does make a nice smooth one

This is the way I was taught and haven't had a prblem yet