I don't personally work on them, but my grandma used to make crazy quilts (when she was alive), and my mom still does on occasion. I have to admit that they're my favorites because of the warmth and the memories. I haven't YET gotten to the point of considering a knitted or crocheted afghan.
If I did a bunch of squares (really short, fat scarves, LOL!!), what would be the best (okay, easiest) way to stitch them together into an afghan? Or does everybody here use circular needles and just knit it (or crochet it) to size?
It's almost always easier to avoid sewing, and there are tricks you can do with crocheting that help, and some tricks with knitting, but sometimes you just have to sew.
There's several sewing techniques illustrated here:
http://www.wonderful-things.com/newknit10.htm
There is grafting, a type of technique that imitates knitting, so you can't see the seam, which is done while the work is still on the needles.
http://www.wonderful-things.com/newknit10a.htm