I follow the advice given by Peckish, mainly.
Do you know how to bring up the thread at the beginning and end of your stitching? This is crucial, IMO, for good FMQ work so you don't get nests on the back. Video below.
Depending on the piece, I also sometimes just backstitch slightly and use my curved scissors to cut the tails off very close to the surface. I would use that method on a very busy piece or collage, where you aren't going to notice it because of the texture.
Watson
Bringing up bobbin thread at 0;55 seconds