See attached link to the 2011 AQS Best In Show Winner in Paducah (one of the premier quilting shows in the US). This quilt was made by first quilting the background - then applying the applique and other garnishments (there is some braiding in it that you can't see in this picture). If you google the name of the quilt and the quilter (Paisley Peacock pat holly) you will see some close up images.
So yes ... quilting the background when there is a lot of applique is a good option.
http://www.americanquilter.com/shows...lt_winners.php