It's tricky since they are often so fragile. I've used the heated "mushrooming" method with mixed results as well as the staple method. I've also sewed with very fine thread called "invisible thread" used for hems. It comes in a clearish brown tint.
I've also bought newer kits solely to use the link & length tracks those kits come with.
Yes, buy a kit just for the better tracks.
There are also photo etched tracks out there for certain kits. I've used them on a Panzer III and they look good, but are not for the faint of heart.