Here are the links to Sharon Schambers (Master Quilter) how-to binding videos (there are 3 parts) using Elmer's glue.
While I'm sure she wasn't the first to use it, she did introduce many to the technique.
You can see how she uses/applies the glue.
http://www.youtube.com/watch?v=4PE0Yq9iGlc
http://www.youtube.com/watch?v=u3vHI7rgZpw
http://www.youtube.com/watch?v=W--xgi4nux8
Also, you can Google "piecelique" for info on how she incorporates the glue for piecing and applique.
And the "mess" is really minimal, especially with the tips - which can be found at Michaels or from Nancy's Notions.
I didn't have the tip for my first few glue bindings and it still worked applying the glue straight from the Elmer's container.
I then used the Roxanne glue bottle (comes with a great tip) and just refilled it with the Elmer's glue.
That is, until the bottle and my iron came in contact.
Now THAT was a mess!!