When I am starting a project, I hold the tail down in the back (in the direction in which other stitches of the same color will go). Then, when I put my needle back down into the fabric, I fasten that tail down with the loops created by pulling my needle back up to the front. If I already have other colors in place, I weave the tail under existing stitches. I have posted my own thread about how to handle projects when using two strands. This might be beneficial for you as well. http://www.pindiy.com/forum.php? ... d=134721&extra=
I slip them under a few stitches, doing a small knot at the end under a stitch or two to make sure it sticks, lol. But Im self-taught, so not sure if you want to listen to me or not. XD
It really depends on the size of area just stitched. Weaving is good if you have lots of stitches on the back of the work. I tend to do a double knot first to secure the last stitch and then weave or not depending on the circumstances!! I try not to leave long ends to threads as they tend to be visible through the linen if they are darker colours.
I often use a pin stitch, especially when doing pieces where there are few existing stitches to weave under/over. I just learned about this stitch, its my very favorite, and I use it for both starting and ending threads because its very neat and doesnt leave bulk on the back of the piece. The Scarlet Quince website has lots of great hints and tricks - thats where I learned it, but other sites have great ideas too.
I split the two strands and weave them around the poles at the back. They tend to not stand out as much as if done together and never a dark on light or other way round.