I always make shams for bed quilts. I use regular pillowcases on a couple pillows to sleep on, and put the shams on separate pillows for décor, so they don't need to be removed and put back on all the time.
I always quilt the top before making the sham. I've found that the envelope style closure always gaps, so I've started putting zippers or at least Velcro on the closures. Lately, I've been taking previously made shams and putting zippers in them. It seems like a pain to do, but I really like the results.