I usually take about 4 or 5 small stitches to lock my threads to start..and when I stop. After I stop, I clip the threads as I go. When my top is done, I only have the last set of threads to clip. Here is a You Tube video to show you how. Its not mine, but she does a good job.
http://www.youtube.com/watch?v=KDERq4I7l-Q