If I'm changing colors every round or frequently and don't want the "step" to show, I'll finish in one color, slip stitching into 2 or 3 st to taper the 'step. Then the first stitch of the next round in the new color I will work "with joining" sorta kinda. I just put a slip knit loop on the hook and then commence to working the next round in sc or dc without "joining" the new yarn to the old. It makes the new round a whole step up and eliminates that irritating jog step.
Thanks for your help everyone. I frogged the hat I had just finished because I was so unhappy with the appearance of the 'step.' I ended up crocheting in a spiral, from the top down, and am a much happier crocheter.