A quick technique I came across in a sewing book for tying off thread ends. Most of you might find this useful if you're learning to sew and are sick of making knots to tie off your thread.
First, you need to thread your needle through an existing stitch where you want to put the knot at.
Follow the needle paths as depicted in the image
After you thread that through the last loop, just pull the needle out and the loops will close in and form a knot.
Whee. Precise knots where you want them!