My favorite applique method is freezer paper with the edges turned under. I learned how to do it from one of Harriet Hargrave's books. She uses a glue stick, but I find it much easier to use school paste (the old-fashioned kind that smells like peppermint). Here is a link to a newer edition of the book I have:
http://www.amazon.com/Mastering-Mach.../dp/157120136X
She does a really good job of explaining different methods of applique step-by-step with lots of photos.