I am not an applique guru by any stretch it is one of my least favorite techniques. When I do it I either do the interfacing method I talked about or thin cardboard shapes (if I'm doing lots of the same shape) that I baste the thread around the shape and pull over cardboard to tighten the shape press, starch, press, cool, remove the cardboard and use a straight top stitch at the very edge of the turned edge to sew down.
My favorite one I did w/ the second technique is a Sunbonnet Sue version of Abbey Road. I also do dresdens (already turned so quite easy, and epp hexies, penties, or long hexies that I have joined and removed the papers and sew down like I described.