When joining a new piece of fiber onto already spun yarn on my spindle or wheel, it's been my experience that joins need to be on completely fluffed out, unspun, fiber, and that the old and new need to be drafted together to help them meld. The more co-drafting you can do, the better integrated old and new fibers are, to be almost indistinguishable from the spun roving.
At the Whidby Guild Spin-in a few weeks ago, the topic of the workshop was "spinning camelid fibers", primarily alpaca though we covered the gamut.
The teacher (Kaye Collins) did her joins by fluffing out the spun yarn end for 1-2 inches and then dividing it into a "V". The new roving was drafted out a bit and put _inside_ the "V". This sandwich was pinched together, drafted together down to the thickness she was spinning, and spun up as a join.
It looked like a nice, clean join to me, and I like the idea that the "new" ends are trapped inside the "old" ends by being sandwiched inside the "V" of the fluffed out end of the spun yarn.
That said, that's with wool. Cotton's another matter entirely; I'll post my notes on spinning cotton soon.
(based on a post by me on TechSpin, 21April2007)
(picture © 2004 The Bellwether, from Spindling: The Basics, used with permission.)