I purchased my Elna machine at The Creative Needle in Littleton,CO. Marge, the owner, gives/teaches classes as part of the purchase. In one of the classes she taught us how to freehand the "straight stitch" using free hand methods. She took about 4 stitches forward, back stitched, and went forward about 8 stitches and repeated th process. If you did not know it was done that way, you couldn't tell.
Other wise, I agree this is personal preference. One of the prettiest quilts I have seen was a ribbon winner at the CO state fair several years ago, an the squares were all embroidered.
Blessed Thanksgiving,
Susan