There are many, many ways to change skeins when crocheting. My go-to method is the same I use to change colour :
I work the last stitch until its last yarn over; I drop the yarn I was working with, and pick up the new yarn to work the last yarn ove & complete the stitch. I love this method. In recent months, I’ve seen a lot of posts & tutes about the “Russian Join”. This one by KnitSpirit is the best I’ve seen by far :
Have you tried this method? How do you like it?