The Russian join is my favorite way to join yarn when I can't wet splice it. I love the fact that I don't have ends to weave in. Recently, I started using half a Russian join when I wanted to join in a new color. It is easier to show you than to explain it.I was joining in the purple yarn. I took the yarn, folded it over the blue yarn and wove it into itself. It is now just a loop around the blue yarn and slides up and down the length of the blue yarn. I just slide the loop up to the correct spot and start knitting with it.
Of course, you need a tapestry needle to do the Russian join but I usually have one with me. If I don't, I can just fold the purple yarn over the blue one and knit with both strands of the purple to get the same effect. This takes a bit more effort while knitting but it saves the time in weaving in the end into itself.
I ripped out the 3-color section of the Color Affection shawl so I don't have any knitting to show you. But there will be a great update next week when I hope it have finished it.