Be sure to stabilize the backing fabric. Personally, I starch it very, very stiff instead of putting anything on the back, but either works well.
I often use the Eleanor Burns turn under method for big pieces of applique and really like the results with that. It allows you to be less picky about how close together the stitches are. If you are not using a method that allows you turn the edge under, you will need to have your stitch length very short. The width can be whatever look you like.