I've been a fan of hand sewing for years, and I firmly believe that with just a couple of stitches you can hack your way through anything and it will turn out sweet. Having said that, the following tutorials are excellent ones, with hints for even experienced stitchers.
For a perfect little whip stitch on your felt goodies, this is THE tutorial:
By the same brill crafter, here's an exhaustive, step-by-step tutorial for blanket stitch, including hints for starting, stopping, turning corners, and working round objects. So good!
As advised by her (and everybody else), here's "the knot trick". Yes, a knot is a knot, but you feel very smart when you do this, and can perfectly control the knot size & placement. Very detailed tutorial for a knot that takes 2 seconds.
Darling little printable origami book with six essential stitches. Developed by Cassi Griffin of The Crafty Crow for Sew, Mama, Sew!(I recommend them both, by the way!)
Sewing up the space-left-to-invert-and-stuff: hidden stitch aka ladder stitch aka blind stitch, illustrated:
Any other suggestions?
Comment & add!