This is one of my favorite parts of quilting. I like to hand stitch the binding on, because it gives it a clean finished look. It takes longer, but I already put so much time into it, so why not do it right?
It's really relaxing (unless you are scrambling to get it done before a baby shower) because you can sit and watch a movie and go into auto pilot. I would recommend a thimble though! My fingers were not happy with me by the end.