How to make a nice edge stitch. At the beginning of the row, hold the yarn in front (instead of in the back as it usually would be). Insert your needle in the back of the first stitch (knitwise) and slip it (without knitting it). Continue knitting your row as usual. The last stitch is knit normally. Only the first stitch is treated differently. You can use this technique for stockiness or garter.
In her DVD, A Knitting Glossary, Elizabeth Zimmermann very rightly points out that the common method of binding off is big-time unsatisfying. If it's tight enough to look neat, the edge is taut and inflexible. If it's loose enough to be elastic, the edge is lumpy and messy. Look...untidy!