I think your machine work looks beautiful :D:D:D
I get a few threads here and there sticking out and I just trim them back. It seems to happen the most when sewing in one direction, against the grain.
As to using Elmers instead of fusible? I did some experimenting, and after a couple of washes the edges did not look nearly as nice as the ones that were fused. The edges tend to want to fray out more. It would be great to use with satin stitches, but I wouldn't recommend it for a more open stitch.
The fusible just around the edges like SD explained IMHO is probably the best route to go :D:D:D