I try and make sure my stitches go all the way through to the back, but I don't go crazy over how they look. When I hand quilt, I try and make sure the needle goes straight down through the layers, instead of at an angle, and I feel the tip coming out the bottom. That helps make them about the same size as the front.
If you're really concerned about how the back looks, you can hide a lot of imperfections by using a print fabric for the quilt back.
Janet