It usually helps to run off the fabric 3 or 4 stitches. This helps to 'lock' the stitch a little better. I just did a bunch of chain stitching last night. I have the starters and enders and I run 3 or 4 stitches between the pieces and the starters/enders. When I am doing the chain piecing and I am on the last rows and things, I will back stitch a bit on the edges. Usually when I know that that edge is going to be pulled on it with quilting and binding and such.