If the border of my quilt is made up of small pieces - piano keys, for example - it is imperative to me to stay stitch around the edge to keep the pieces from coming apart.
I do not backstitch - on occasion i will tie a knot at the end of stitching - such as when stopping .25 inch from an edge for some reason.
If the stay stitching is puckering - i try to adjust the tensions so that it is laying flat.
Of course, I had to learn all this from experience!