One of the most recognized methods of attaching two pieces of knitting and generally one of the first hand sewing techniques knitters learn. I can’t believe I haven’t thought of this before now! I found a LOT of videos when I searched this technique on YouTube, so if the videos here aren’t to your liking, you will be able to take your pick of the litter directly from the source.
Whip stitch is not for attaching everything. You will be able to see where the pieces were sewn together. As the video mentions, this is best for afghans or pieces where the yarn is very fuzzy and a seam would be hidden in the fluff. Another place this is popular is when tacking up a hem.
When I am making sweaters and need to seam up the edges, I use mattress stitch, blogged about here.
This is also a really popular stitch for basting things in place; I would use a contrasting yarn and do it very loosely if you are using this technique for basting anything into place before doing a more permanent stitch.