I like to sew mine on one border at a time, unless doing a mitered corner.
Mitered corners scare the dickens out of me, but I did one recently that turned out great so I have more confidence for the next time. The border had three borders (solid, print, solid) and I loved the look with it mitered. I set it up, pressed it and looked at it for several days before I got the courage to sew it. In the end, it was much ado about nothing since it went together very easily.