Lots have mentioned the sheet bend... double sheet bend is handy when securing two lines
of different diameter. (the larger one is the bite, the smaller makes the double wrap)
Also, figure 8 has been mentioned as a great stopper knot... agreed. A figure 8 on a bite is also the preferred knot for tying into a safety line
for climbing (rock, ice, mountains, or masts). It's assumed you're using a harness
.. you can use a locking carabiner to secure the figure 8 on a bite to your harness
, or tie a figure 8 with a long working end sticking out, feed that through the tie-in point on your harness
, and then follow the figure 8 back through with the working end. Leave at least an 8" tail, or if it's longer you can tie the tail off with numerous knots (the 8 is tested secure; tying the tail off if it's long is just to keep it out of your way). Just make sure the knot is dressed properly.