Usually, I machine sew it to the front and hand sew it to the back. If it's a charity quilt, I just fold the back over and stitch it to the front with a zig zag or blanket stitch. I've tried Leah Day's way of machine sewing the whole thing, but I wasn't happy with how it looked, and so I ripped it all out and started again the way I've always done it. Some people use a decorative stitch. I haven't tried that.