Since I don't normally count my stitches this problem always tends to creep up on me without my realizing it.
So I've decided to put an end to it and do a little picture tutorial. Hopefully it will help someone else come unstuck too.
Starting a New Round
Finishing a Round
For a tutorial on the various different ways of crocheting in the round (with loads of pictures), have a look at Crochet in the Round and the Seam.