I'm so glad you asked this question, Kiwiquilter. I have been struggling with the same thing. I have been basting, pressing and then using fusible web to catch the edges so it doesn't fray. I don't really like the stiffness of the fusible web but I was afraid it would fray.
I've not completed a quilt yet so I'm probably doing overkill but I want it to last.
Thanks for the tips.