Loved this post as I am new to applique and have been wondering the same thing. So far, I've only used a zig-zag on machine applique, but a 19 on hand applique.

19 is what I prefer. I would use a scrap piece of fabric and practice the top pics for you and see what you like. I know lots of people use many different kinds but I prefer 19.

#19 looks like the buttonhole stitch. I think #20 has 3 stitches between each "zag". As far as size, take a scrap if fabric and "play" with the settings. I usually find that the default setting is a bit too big. When you find the setting that pleases you, write the settings down for the next time.

When I got my new machine, I sat & played with most of the stitches. I used regular, light colored, rather plain quilting fabrics & tried to simulate actual conditions that I would be using the stitch under. When I weas satisfied with the stitch settings. I wrote them right on the fabric with an Ultra Fine Point Sharpie. I keep that in my sewing chest for reference.

Use the one you like. One of the prettiest quilts I saw had a porthole stitched down with a heavy decorative stitch around it. It wouldn't have been nearly as impressive with a buttonhold stitch or satin stitch.

on my sewing machine 19 is the applique stitch. Which is also number 19 on my machine. (Brother)

It depends on what I am appliquing. When I appliqued daisies, I used 19. When I appliqued Airedales and needed some detail, I used the zig zag stitch, adjusting the width and length.

Use whatever stitch you want on the project you're doing. I've used straight, zig zag, blanket and satin (usually a stabilizer is needed with the satin to keep the stretching to a minimum). I've also, on occasion, used more decorative stitches. There's no wrong or right, just preference. If your machine has a Needle Down option, now is the time to use it. Go slowly, be aware of where your next stitch is going and just go for it. I usually do some practicing on a scrap first, get my settings just where I need them then mark right on my machine what they are. I use a fine point Sharpie. That way the markings are there when I need them. When the project is done I simply use an alcohol swab to remove the Sharpie marks. If I'm working on several projects at a time I use different colored Sharpies.

19, 20, 25, 39 would all work. If you want it to look primitive, casual you can use a darker thread and deeper "bites" to mimic hand buttonhole. If you don't want the stitching to show much, you use a thread that matches what you are stitching down. Do a bunch of doodling on a practice piece and go with what you like. I am not a big fan of zig-zag or satin stitch - but it depends on the look you are going for.

I do alot of machine applique and almost always use #19.

I have also used 32 for applique, and 33 I used for stitch in the ditch. And of course, 19, the applique or blanket stitch.