When I use jumbo rickrack I laborously go over every edge of it - top and bottom. I use the FMQ foot to do this. For smaller RR I zig down the middle then try to catch it in the quilting if necessary. I use matching thread color to sew it down, but the quilting may be done in a different color.
Next time - especially with the smaller ones - I'm going to go tactile and let it curl! (Not sure I want that look with the jumbo kind, though.)
Mine gets sewn on the top - before it's quilted. I don't usually quilt over it, but I have done so when I thought it needed tacked down a little more.
Here are some I've done with RR:
http://www.quiltingboard.com/picture...y-t219595.html
http://www.quiltingboard.com/picture...t-t197089.html