Knitting blankets and afghans is a lot of fun, but it can be uncomfortable and difficult to knit a big afghan in one piece and it's annoying to have to sew together a bunch of blocks or strips when you're done knitting before you can use your project.
One way to avoid both of these problems is to knit an afghan in strips that you join to each other as you knit. That way you don't have any extra finishing to do when the knitting is done (alas, you will still have to weave in ends) and the weight of most of the afghan can sit in your lap while you're knitting up the side.
It also feels like the knitting goes a little faster because you're only working on one little section at a time.
To begin, knit your first blanket strip as usual. Decide which side you want the next strip to build from. Cast on for the strip and work the first row.
When you get to the end of the first row, slip the last stitch onto the right-hand needle without knitting it.