I learned how to do freezer paper applique from Harriet Hargrave's book:
http://www.amazon.com/Mastering-Mach.../dp/157120136X
I prefer it to fusible applique because the edges are turned under (as in hand applique) and the fabric is not stiffened (fusible stiffens the applique).
It's not a big deal to remove the freezer paper, at least the way I do it. I wait until the quilt top is finished, then turn it over and cut away the fabric behind the applique, leaving 1/4-inch seam allowance. This is easy to do because the thread shows you the edge of the applique, and the freezer paper keeps your scissors away from accidentally cutting the top fabric.
I use Elmer's school paste -- the old-fashioned paste that smells like peppermint -- instead of glue stick or starch. I rub it on the fabric edge with my finger and then turn the fabric edge.
To apply the freezer paper backed applique to the background fabric, I use HH's method that makes an almost invisible machine stitch that resembles hand applique.