It is faster and easier to use the length of weft, which is the most comfortable for you to use, during any particular size looming. The more 'beads wide', the more times you will need to attach a new weft thread, because the rows are longer and use up the thread faster. I prefer to swap out my weft thread in a way that I do not have so many 'tails' of weft thread hanging around my looming. Let me share with you how I swap out my weft thread.
After tying off and cutting the short weft thread, just completing some final rows, I thread my needle on to the tail of the new thread spool, 'just thread the needle directly to the new thread spool'. Run this threaded needed into the first bead on the last row, or the same bead you exited when you finished up the row prior, still with the spool attached to the other end.
Follow through the entire last row of beads, exiting out the outside right bead, still leaving the spool attached to the new running thread, and entering the first bead in this row. Tie a double hitch knot on the outside warp, in between the two end beads of the last two rows.
After tying a tight knot, run the needle and small tail of weft thread, into the 'last bead of the second-to-the-last' row of beads. This will also pull the knot 'center' of the last two rows.
If your looming is wide, then exit the needle halfway through the row. If the looming is more narrow, then run the needle completely across the row, existing out the fist bead on the second row up, (the same row you just entered). Pull taught, then cut the new weft thread, close to the bead it was exiting.
Now you can move back to the 'spool of new weft thread'. Pull out as much thread as you feel comfortable using on your needle. Some like to use a thread just long enough for one complete arm length and others like to include extra so the new weft thread lasts longer (I prefer the extra weft thread, myself!). Cut the new length of weft thread from the spool, thread your needle and begin looming again. There are no tails to get in your way and no tails to clean up later. Also, the knot is situated in between rows, which will allow me to insert the needle, comfortably, later when I am edging or completing my finishing method.