There are two main schools of thought* when it comes to weaving in ends. The first says not to weave until the project is totally finished in case you have to pick something out. The second says weave as you go, just in case you look at the finish project and discover a sudden need for strong drink as you are confronted with a mess of loose ends all over your nice project.
I have no criticism to make of either school, but I have to wonder if those ends at the end people have ever made a granny square afghan of 225 squares and seen the hundreds of ends such a project generates. Just sayin'. ;)
I sew two strips together, sew in all the ends on that section. Add another strip, sew in more ends. And so on, and sew forth. Someday I'll finish, but I'm feeling pretty mellow about it. And I can actually see real progress, which is a good thing!
*There's actually a third school of thought that looks at the ends, says "Screw this!" and throws the whole thing in a dark closet, but I like to think I have more fortitude than that...