Knit away those annoying yarn tails by casting on without them! Can it be done? Yes it can! It's called a knitted cast on and here's how to do it.
First, you don't need to make a big long tail. Make a slip knot and leave 2 or 3 inches on the end of it to be woven into your project later. Now, you're going to slip the loop onto your left needle, then insert your working (right) needle into the loop. So you now have both needles in the same loop. Wrap your yarn between the knitting needles. Just as you would with a regular knit stitch, pull the yarn through the loop with your right needle, but do not slide the original loop off the left needle. You should now have a loop on both needles. Slide the loop from your right needle onto your left. You should now have two loops on your left needle, and none on your right. You have just completed a knitted cast on.
To make your next loop, insert your right knitting needle into the top loop on the left needle. Once again, wrap your yarn between the needles and pull a new loop onto the right needle, leaving the original loop on the left. Slide your new loop to the left needle. You should now have three loops. You can continue this process until you have the amount of stitches needed for your first row. This also counts as the first knitted row, since you're actually casting on and knitting the first row at the same time!
Click below to see a video tutorial on how to do the Knitted Cast On: