When I use 1/4" tubing, I fasten it to itself with the strap part of a zip-tie, just pushing it into the 2 openings. There are usually some other projects in the theatre using zip-ties, and several people know to save the ends now, and bring them to the costume shop!
For larger tubing, like 1/2 inch, I cut an extra piece about 6 " long, and slit it lengthwise, so I can roll it a little, the long way, and slip it in the joint. It's a compression fit. The casing in the covering is what keeps it from being stretched open.