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 right needle, then insert your working (left) 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 left needle, but do not slide the original loop off the right needle. You should now have a loop on both needles. Slide the loop from your left needle onto your right. You should now have two loops on your right needle, and none on your left. You have just completed a knitted cast on.
To make your next loop, insert your left knitting needle into the top loop on the right needle. Once again, wrap your yarn between the needles and pull a new loop onto the left needle, leaving the original loop on the right. Slide your new loop to the right 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: