There seemed to be some interest, so I thought I'd write up how to apply the tubular cast-on and double-knitting method I discussed yesterday to knitting an entire sock toe.
Step one: casting on
Your first step is to decide how many stitches to cast on; you will need to have an even number for this method, and because stitches are added at a rate of 4 per increase row, the difference between your cast-on number and your final number should be a multiple of 4. I like to use slightly over 1/3 of the number of stitches I intend to end up with; for instance, for a 60-stitch sock, I'll usually cast on 24. Your proportion may vary, based on the degree of pointiness you prefer.
Using the Italian tubular cast-on method, cast on your desired number of stitches onto a single DPN. The "tail" portion used for this cast on does not need to be long at all; you'll be pulling it out, so it just needs to be long enough to run the length of your cast-on edge plus enough to keep a grip on while you work the cast-on. I found it useful to stick the back end of my DPN into my ball of yarn to hold it steady while forming the stitches.
Once all your stitches are on the needle, work two rows (not four, as given in the tutorial) as follows: *k1, sl1 wyif*, repeat from * to * across.
(Other tubular cast-on methods may be substituted; I do think this method is about a brazillion times easier and faster than those using waste yarn. Do not, however, feel compelled to take my word for it.)
Step two: increasing for toes
Where the term "m1" is used below, make an increase by lifting the bar of yarn between two adjacent knit stitches, which will be the same bar that passed in front of the stitch slipped with yarn in front in the prior row, and knitting into that bar so that it is twisted. If desired, m1r and m1l can be used on opposite ends of the needle to produce paired increases.
Work the following four rows until the desired number of stitches is achieved:
Row 1: k1, sl1 wyif, m1, *k1, sl1 wyif*, repeat from * to * to last 2 sts, m1, k1, sl1 wyif.
Row 2: k1, sl1 wyif, m1, sl1 wyif, *k1, sl1 wyif*, repeat from * to * to last 3 sts, m1, sl1 wyif, k1, sl1 wyif
Rows 3 & 4: *k1, sl1 wyif*, repeat from * to * across
(You can skip to the next step at any point after completing a Row 4, and continue making increases while working in the round, if you get tired of double knitting before your toe is complete.)
Step three: opening the tube
Hold the DPN with your toe on it in your left hand, and two DPNs parallel in your right hand. Slip the first stitch onto the front DPN, and the second stitch onto the second DPN, and continue thusly until half the stitches have been separated, and then get two more DPNs, and continue in the same manner with the other half of the stitches. You'll now have your stitches distributed normally on 4 DPNs, and the needle you were originally working on will be empty and ready to begin working.
Open the tube, and you'll see your "tail" yarn lying across the bottom of the toe, with its end sticking through the fabric at the corner; pull that end through to the inside of the toe. You may find that the first row of stitches, created by the actual cast-on, is a trifle loose. If that's the case, this row can be tightened by pulling on individual stitches, working from the corner where the tail was sticking out back to the other corner where the tail is now attached on the inside; I find this tightening easier to do from the outside with the toe folded flat, but your mileage may vary.
At this point your toe is complete, and you can proceed with your sock as you normally would.
Some people may find that their double-knitting tension is a bit looser than their tension in the round, because of the interspersal of stitches; you may want to experiment with going down a needle size for the toe.
These directions are for double-knitting with a knit-faced fabric (knit side of stockinette on both sides). As rhitsqueaky was kind enough to point out, it's possible to do double-knitting as a purl-faced fabric, with considerably less moving of the yarn. The actual logistics of doing so, and the placement of the increases with that method, are left as an exercise for the reader.
Edit: Since writing this, I've developed a marked preference for varying this in two ways: I like the purl-faced version, which not only requires less movement of the yarn but also, because the yarn takes a straighter path, has about the same gauge as knitting in the round with the same yarn and needles; and I like doing the increases by making a YO on one round, and then knitting that stitch twisted on the following round -- this is slightly looser than the type of M1 where you pick up the bar between stitches, but slightly tighter than the type where you do a backwards loop, and I find it adequately tight for the purpose.
To make the toe this way, you start by doing "k1, sl1" (slipping with yarn in back instead of in front) across on two rows, and then do the increases like this:
Row 1: k1, sl1, YO, *k1, sl1*, repeat from * to * to last 2 sts, YO, k1, sl1.
Row 2: k1, sl1, YO, sl1, *k1, sl1*, repeat from * to * to last 3 sts, YO, sl1, k1, sl1
Rows 3 & 4: k1, sl1, k1 twisted, sl1, *k1, sl1*, repeat from * to * to last 4 sts, k1 twisted, sl1, k1, sl1
This toe is, of course, inside out; when you open it up, simply poke the fabric through the middle of the DPNs so it's stockinette side out before proceeding with your sock.