Dense output documentation

Can you add some more documentation for how to use dense output? Suppose I want to integrate and ODE, and determine the solutions at times [1.0, 2.0, 3.0, 4.0, 5.0, 6.0]. How could this be achieved using dense output interpolation?

Right now I am calling the integrate function, 6 different times to get the solutions at my six desired time points. But I think this is pretty inefficient because, the integrator step size appears to restart every time I call integrate.