I sew them straight across. I think the 45 degree angle is more for reducing the bulk of binding where you will have fabric on the front of the quilt that wraps around to the back.
You could also put some blocks or pieces of different fabric in the border so the piecing won't be quite so obvious.
In this quilt, I ran out of fabric, and used pinwheels in the border pieces as well as in the corners in order to fill in the spaces.
Happy Quilting!
Penny Halgren
