I do something very similar to what Tracy does-
except that I use used dryer sheets as the backing. This only works for smaller appliques, but there haven't been many pieces I couldn't make this work with. You lay the used (ironed) dryer sheet on top of the RIGHT side of your applique, stitch around the edge, trim seam to 1/8 inch, and snip a hole in the dryer sheet. You can then turn the dryer sheet through the hole to the back side of the applique (Tracy's pictures are better than my words).
Anyhow, just like to throw my little recycling suggestion out there, since I know there are many eco-conscious folks on the forum.
Trina