I've just begun a paper piecing project, nothing planned really, just 6 pointed stars with scraps, and have tried different techniques for sewing together. The method I've settled on is
this. Watch it to the end and she explains why the stitches are invisible.
Using milliners 11 needles with Bottom Line thread (not sure if this was recommended in this tute or another) I now have 'perfect' piecing. So good in fact that I have gone back and unpicked all that I did with other methods.