Here's how I've done it. I find a font on my computer that I like the looks of - a script font works best so you can connect the letters. Print out the words the size that will fit in the border. Then trace the outside of the letters onto Golden Threads paper, trying to make a continuous path as much as possible. (Golden Threads is a tracing type paper made for machine quilting. You could probably use regular tracing paper if you can't find the Golden Threads). Either pin the tracing onto the quilt, or spray basting spray on the wrong side of the paper and stick it on. Then stitch through the paper. You will have to tear the paper away but it works really nicely.
I should say I've used this method on my longarm machine, but I don't see why it wouldn't work on a sit down machine as well.
One thing to test first is the pen/pencil you use to trace with. The heat of the needle going through the fabric will sometimes transfer the markings to your fabric. For that reason, I like to use a marking tool that I know is removable such as the blue washout pens.
Here is part of a border I did this way: