IF you must finish it up by machine, there's a video here
http://www.expertvillage.com/video/7...nal-stitch.htm
however, I will tell you that I would leave my opening towards the center of the seam rather than at the corner. This is because it stands out and rarely matches the other corner and is more difficult to re-stuff/fluff after you sew.
I prefer a blind stitch (aka the blind hem) for a more expensive look....she's gonna love it regardless, but if you purchase throw pillows at a discount store, they're closed by machine----if you purchase custom or higher end pillows, they are hand stitched.
http://www.sewingitall.com/guide-to-hand-stitches.html While you will see various needles being used on sites to demonstrate the techniques, I've used all types and havnen't had any problems...plus if my stitches are irregular, the blind stitch is the perfect way to hide them.
Hope that this is helpful.