I know quite a few people use the Larks head knot for their fringe.
With the Larks Head knot you fold the strands of yarn in half. Push the folded end through the space or stitch, then pull the tail ends through the loop created by the fold. But, (gasp!) there is another way. I needed a fringe knot that would help me incorporate a left over tail end from a woven project. So, here is a super simple photo tutorial on how to make overhand knotted fringe.
What it looks like
Step 1: Straddle the fringe evenly through a space or stitch
Step 2: Tie an overhand (or over finger) knot
Step 3: Secure the fringe by pushing the knot close to the fabric and pulling the ends
Difference in knots:
Overhand knot is on the left side of the photo and the Larks Head is on the right side.