I don't even use knots. I just use the other stitches I've made to anchor it to start and then I loop the stitch I'm making across the thread at the end of my needle.
I took some pics to demonstrate cause I'm not sure I said it right.
Ok, so here's the back of your project. We're starting a new colour. See how I'm holding the back of the excess thread?
![DSC00076.jpg](./download/file.php?id=662&sid=409a58f48906149c3c6624bed8946782)
- DSC00076.jpg (48.17 KiB) Viewed 4578 times
Now we make our first stitch and come back OVER the excess thread and stitch in the diagonal hole you normally would for the first half of your X
![DSC00077.jpg](./download/file.php?id=663&sid=409a58f48906149c3c6624bed8946782)
- DSC00077.jpg (39.09 KiB) Viewed 4577 times
Then you just finish your stitch and it holds itself in place.
![DSC00078.jpg](./download/file.php?id=664&sid=409a58f48906149c3c6624bed8946782)
- DSC00078.jpg (45.76 KiB) Viewed 4578 times
If you need to do a line, you can just keep stitching the thread down with your stitches in the back. This works well for just one stitch though too.
![DSC00079.jpg](./download/file.php?id=665&sid=409a58f48906149c3c6624bed8946782)
- DSC00079.jpg (34.78 KiB) Viewed 4578 times
I took these pictures over my keyboard (Microsoft Reculsa) which is why there's led blue showing through for anyone wondering lol
Anyway, hope that helped.