After watching various knitters over the past several weeks stuggling to sew seams, or to work in ends, here's a TECHknitting QUICKTIP.
There are two kinds of long-eyed sewing needles which knitters are likely to meet: dull and sharp. The smaller dull ones are properly called "tapestry" needles and the larger dull ones are called "darners," while the sharp ones in all sizes are called "embroidery" or "crewel" needles.
Dull needles are used when you don't want to pierce your yarn, such as when you want to seam together the pieces of a sweater, or create duplicate stitch embroidery on the surface of a knitted fabric. LaurieM (a reader of this blog) points out in the comments that dull needles are also best for the kind of Kitchener stitch done with a sewing needle. (Thanks LaurieM!) Sharp needles are used when you do want to pierce your yarn, such as when you want to work in ends, or embroider through a thickness of knitted fabric.
Using the wrong kind of needle for the wrong kind of work will only slow things down and make you unhappy.
Addendum, December 2011: While it is true that using the wrong kind of needle will make you crazy, here's a brand new tip from Patti in Canada--a reader who wrote in with a swell idea to avoid the need for needle switching.