Try sewing about 1/4" from edge keeping all edges even. Then stich a second time next to the welt. Trim seems close to first stitching and make sure seem lays in the same direction when you put the slip cover on the furniture

a piping foot helps alot.

I make the welting using a zipper foot with the needle to the left of the foot. Serge the edge of the welting, then serge the edge of the top piece (retangle or circle or oval or whatever) then sew welting and top together still using the zipper foot with the welting on top and serged sides lined up, clipping curves on the welting as I go, then I serge the edge of the the side piece (the boxing) then line up the serged edges and sew this, (again clipping curves as I go), to the welted top again using the zipper foot. It may seem like an extra step to do it this way instead of sandwiching them all together, but it is much straighter and neater for me this way.

Thanks for all the great advice.
-Hal