For the last few months I've been wanting to start some applique projects but like you was overwhelmed with the different techniques. I found the book More! Hand Applique by Machine by Beth Ferrier. I really like her technique and just finished a wall hanging using her methods. I also bought and used the water soluble fusible applique sheets that are on this same link I'm pasting for you. They were really nice because I didn't have to worry about removing freezer paper from the back of my work. Not sure yet if I'd use them on a quilt but they've worked really well for this hanging.
http://www.amazon.com/More-Hand-Appl...2024606&sr=8-2