I assume you mean for jig/fly tying?Originally Posted by Species
There's the standard half hitch(needs to be glued to hold, can come apart easy...don't like it) and there's the whip finish. For personal use, I don't cement/glue thread on my jigs just to see how they hold up. I haven't had one fall apart on me yet. A tool helps, but when dealing with large flies or in some situations you can't use a tool, and whip finishing by hand is easier and quicker. Here's a link.
http://www.youtube.com/watch?v=Y-WqowBsrBY
No book I've ever read has been able to teach you that. Even with a tool with pictures, it's hard to learn, but once you do it once, you've got it.