I've tried a lot of different applique techniques. One of the things I tried was diluted liquid starch and Templar, a heat resistant plastic. You cut the Templar in the shape of the piece and cut the fabric with the 1/4" seam allowance. Then I used a small craft paint brush and painted starch along the edges of the fabric, folded over and pressed with the iron. You then remove the Templar and the piece is ready to applique. I tend to go heavy handed with the starch and while it makes a perfectly shaped piece it's tougher getting the needle through.
I also like the method where you iron freezer paper on the back side of the fabric and then fold and glue the seam allowance over. I cut the back of my pieces anyway, and that way you can remove the freezer paper from the back side of your block. I almost always cut the back side of my applique blocks away to reduce bulk, freeing me up to quilt more easily.