I learned how to knit both continental and yarn in right hand - it became a total asset when doing colorwork. I could hold one color in each hand, up to four colors, and go!
Having learned both methods (and being right handed, so the caveat is that I am not an expert), it seems that this would work for a lefty as well. Julie is right that knitting is a two-handed operation, so lefty or not, find a method that works!
The knitting guild of America has a free learn to knit download on their website
www.tkga.com. It's under the education tab.