For multi-skein projects, you must deal with joining in an additional ball of yarn. A very strong, easy, convenient, and invisible join is the Felted Join, more commonly known as the Spit Splice. This works the best with 100% wool (not super wash) although blends will also work to a lesser degree. Start with 2-3 inches of each fiber and thin out the yarn end of the used up ball and the one that you would like to join. Most people will remove a couple plies from each side but if its a single, you can separate the fibers and strip some out from each side. Wet each side (put each end of the yarn in your mouth, lick your hands, or use water if available) and then loosely twist plies together. Place twisted yarns between hands and rub for heat and friction. The two yarns will felt together. Make sure you get a solid join, working the areas with loose fibers. This is a strong join and when it dries, the yarns fluff up and it is invisible in your work. This is also a great way to deal with an unexpected knot in your yarn: cut the knot out and Spit Splice the ends together.