I am by no means an expert, but this is similar to how I do my thread and knots.
http://www.youtube.com/watch?v=_uW6THwJcgw
I worry so much about my machine quilting coming out, that I prefer to put a knot like in this video. I have been doing my top and bobbin thread individually, but after seeing this video, I am going to try doing them together. I usually do several lines of quilting and then burying threads is a great thing to do while watching a favorite show to spend time with the family, but still doing something productive. Hand quilters that I have seen do the same kind of knot to end a thread too.