Maybe start with the look you like. My admiration has always been for needle-turn applique.
I took classes in doing needle-turn applique by hand, but discovered my hands are not well-suited to the technique. My needle hand cramps up very quickly because I have an unusually short thumb. It doesn't help that I am developing arthritis in my hands, either!
So, I turned to invisible machine applique. Got Harriet Hargrave's original book on that subject and taught myself. Freezer paper applique is my favorite way to do applique now. It gives the needle-turn look, but my hands don't cramp up. I have even developed some streamlined ways to cut the shapes from freezer paper, and also a streamlined technique for removing the paper from the top. Also figured out how to avoid using stabilizer underneath the background fabric (by heavily starching). Have thought about starting a thread about tips for doing freezer paper applique. Maybe others could start threads about other approaches to applique?
I experimented with fusible applique but did not like the stiffness that most fusibles add. Purchased some Misty Fuse, which does not add stiffness to the fabric, and plan to experiment with it. My biggest problem currently is trying to figure out what machine stitch I want to use with it. Also do not know how the edges will hold up with washings. Satin stitching the edges is not my favorite approach, again because it adds some stiffness to the applique edges. I have seen photos of raw edge applique, but have not actually seen it in person so don't know if I would like the look or not for the home-use quilts I like to make.