This is my preferred grafting method for the ends of socks and mittens.
With stitches divided evenly onto 2 needles, and having the two needles lying one in front of the other, wrong sides together, measure out a tail of yarn from the last stitch worked, about 1 " long for every stitch to be grafted, and have the tail threaded onto a darning needle.
Step 1: Insert darning needle into first stitch of the front needle, as if to purl. Pull yarn through, and leave stitch on needle.
Step 2: Insert darning needle into first stitch of back needle, as if to knit. Pull yarn through, and leave stitch on needle.
Step 3: Insert darning needle into first stitch of back needle, as if to knit. Pull yarn through, and take this stitch off needle. then insert darning needle into first stitch of the front needle, as if to purl. Pull yarn through, and leave stitch on needle.
Step 4: Insert darning needle into first stitch of the back needle, as if to purl, pull yarn through, and take this stitch off needle. Then insert darning needle into first stitch of back needle, as if to knit. Pull yarn through, and leave stitch on needles.
Repeat Steps 3 and 4 until all stitches are off the needles
