I switched from zig-zag (see my avatar for 1st appliqué) to blanket stitch which I much prefer. I use a polyester or rayon the same colour as the appliqué. On the quilt below (2nd applique project) I used one pink, two greens, a brown, a red and a couple of orange/yellows.
Happy blanketing!
[ATTACH=CONFIG]373902[/ATTACH]
(I put this picture on another post, but don't know how to do a link - sorry!)