QAYG is a blanket term that covers many different methods. It's self explanatory: you quilt the quilt as you go rather than waiting until the entire top is put together and manhandling the entire top, batt and backing either by hand or machine. You can quilt single blocks, groups of blocks or sections of the quilt. Many folks quilt the main body of the quilt top, quilt the borders separately and attach.
Some of the techniques use sashing, others don't. Some have you piece the entire top, then add the batting & backing in sections. If you don't like one technique, then try another.
There are lots of you tube videos out there and some good books.
Marti Michell's "Machine Quilting in Sections" is a really great resource. She covers many techniques:
http://www.amazon.com/Marti-Michell-...=marti+michell
Sharon Pederson's book "Reversible Quilts" covers a single technique, but lots of inspiration:
http://www.amazon.com/Reversible-Qui...ersible+quilts