The ideal way, with feltable yarns, is to spit join. But you can also do this:
When you have about a foot of yarn left, working in a inconspicuous area of your knitting (like by a side seam), take your new ball of yarn, and for a few stitches, knit with both the old strand and the new strand held together. I find this works for heavy slippery yarns quite well. In the end, you can leave short tails on the wrong side of your work, or weave them in using a duplicate stitch.