Zeppelin Bend

Also known as the Rosendahl Bend, it's perhaps the best way to connect two ropes that there is. It's absolutely secure and jerk-resistant in all materials and is perfectly symmetric. It's also remarkably easy to untie after use, even when wet.

If you're trying to learn it, think "b" and "q" with reference to the starting shapes of the ropes.

No bend works properly when joining ropes of significantly different diameters.  You'll often notice this when the bend doesn't draw up neatly.  In such cases, you should consider joining the ropes with a hitch like the Sailor's Hitch, treating the larger rope as a passive object.