Don't forget if you're searching to make sure you've selected the longest date range at the top. Not sure how long it is...might just be 365 days. But some of my forums initially show just 30 or 60 days.
There are so many different ways to gather, and some methods work best in certain circumstances. For instance, generally, the heavier the fabric, the larger stitch length if doing the traditional way with the two threads, as Linda describes. Which is my usual...however, the zigzagging over heavier thread is one I basically use sometimes too, though my Bernina's have a special gathering stitch which works just a bit better than a regular zigzag. If using the two thread method, just make sure if stitching outside the seam allowance that the fabric will not show the needle holes!
You can also gather by stitching through or "over" clear elastic...you can "gather" with a smocking pleater. For lightweight fabrics I vote for the two threads, for heavier or very long runs I might use the "zigzag" over cord with the special stitch.
Whether or not you press or steam the gathered area outside of the seam allowance is simply a preference based on the look you're after...I don't generally though. BTW to control the bulk of the gathered area in the seam allowance, either trim and zigzag/overcast or serge, and I leave the gathering thread in place in that case to keep things aligned nicely while I serge.
Then you get into gathering feet, and pleaters for the regular machine, and there is a difference! And methods for gathering using a serger and the differential and tension adjustments, or special feet or attachments. I tend to go with either the gathering foot or pleater on my regular machine rather than my serger for the most part, but it just depends!
Maybe tell us more about the application and we'll have some better ideas! Is it a skirt you're gathering to a bodice, so very specific amounts, or are you making yards of ruffle for example.