If you are hand piecing, you want to use a back stitch. Its similar to the running stitch. Take a stitch and instead of going forward for the next stitch, go back about halfways and put your needle in and then go forwards. For quilting just use a running stitch. I may not have described it very well. Its hard to do without showing you. Possibly someone smarter than me can describe it bettr.
If you are making a crazy quilt, most quilters use different embroidery stitches on the quilt top. This quilt was designed for sewers to show off their skills at embroidery and traditionally used fine fabrics like satin and velvet. Kind of like he Baltimore album quilt that also showed off a quilters skills more than a utilitarian quilt would. these were something put on the guest bed perhaps, not for everyday use.
I hope I didn't bore you or confuse you.
Vicki