Once easy way to bulk up your knitting yarn and potentially add a bit of extra color without a lot of work is to knit with two strands of yarn held together. Some projects will ask you to hold two strands of the same yarn at the same time, while others use two (or more) different yarns or different colored yarns to get a different effect.
It can be a little tricky, however, to work with two or more strands of yarn at once, mostly because of the trouble with twisting. The yarn strands automatically twist together as you knit with them; as this goes on, your working yarns will get incredibly twisted, which can be really frustrating.
The good news is this doesn't make a lot of difference in the finished fabric, so you don't have to worry about trying to straighten out the yarns each time you make a stitch, which would drive you crazy anyway.
You can attempt to avoid this problem (or at least limit it) by winding the two yarns together into one ball, or even buying a yarn that's made of multiple strands wound together. Another option is to put each yarn ball into a zip-top bag or a plastic tub with a hole cut into the lid. Feed the yarn through the hole in the lid or a hole cut in the bag. This limits the contact the strands can have away from the needle, cutting down on the twist.
By the way, if you're working with two strands of the same yarn by knitting from both ends of the ball, you can put the ball in a plastic bag, cut two holes and feed one end through each hole. This will make that process a little less frustrating as well.
If you're getting a big tangled mess when knitting with two strands of yarn held together, stop at the end of every row or every other row and untwist. This will make the yarn a lot easier to work with as you proceed.