The Interlocking Method

This is a difficult method to explain in words. After you actually have locs, interlocking consists of making a hole, or splitting the hair at the roots where there is new hair growth, and then stuffing your lock through the created hole and twisting. This is done repeatedly until there are “knots” all the way to the root. As a start-up method, interlocking is a variation of this method which consists of the same technique but where the hair is first teased or tied in a knot at the end of your future loc. A more coherent explanation and video can be found here
Pros Cons
This method is the least-likely method to unravel and need re-twisting. Locs that are interlocked usually hold for longer periods of time even throughout the washing process which makes it perfect for hair that is naturally straighter, or is still ridding itself of chemical relaxers. For interlocking, you will require a tool such as a crochet needle or latch-hook (not more than $10) although I have seen some create their own hooks out of paperclips or random pieces of wire. Some people may be able to do this method themselves. However, I think it would be a difficult process, which means you will need to have a friend or hair dresser on hand. Because the loc will be fairly tight at the root, this method can also be uncomfortable, and cause tension at the root which is not good for your hair and can cause breakage. If you decide to do it yourself, beware of doing it incorrectly which will cause holes in your locs in the long run.