Saw the Quilt in a Day show the other day where Eleanor Burns said to change the stitch length to zero and make 2-3 stitches, then change the stitch length back to normal length. It causes the machine to make it's own "knot". Personally, I like to pull the thread up thru and hold it out away from my stitching. After I'm done with that section, I make a knot with it, thread it thru a needle and bury the knot. That way the bottom thread doesn't get tangled up in the quilting.