Tons of builders love using a Kreg Jig to hide the screw holes.
Kreg Jig Settings
Great discussion on various settings with different rail & plywood types.
From Milky - Just set your collar on the kreg bit at the right height, and as always, use glue.
From xkse - For anyone wondering, for the 3/4" frame into the 1/2" deck, I used 3/4" setting on the Kreg jig to drill my holes, and 5/8" on the collar of the drill bit. All but 2 screws fully seated (I think I had the torque set too high). For all of the others, I had my drill set to a 1 and went low and slow
Jig for a Kreg Jig
From Toddler - I have setup a jig that supports the workpiece I'm drilling into, & I have my screw distances marked to help speed the process up. I also recommend using a corded drill, so you won't chew thru the batteries & shorten their life.
From TednWV - I have my kreg jig mounted to my work bench and just made marks on the bench top to know where to slide my board to for the next hole. I have 2 sets of marks. One for the 48" length pieces and one for the 24" pieces.
Sand & Finish
From Jason22889 - Trim the holes after they are cut...then a good sanding.
It's all in the blade. (shown right)
From Jason22889 - I use 1x4s for the frame and .5" birch ply. For the frame I use 8x1-1/2" pocket hole screw from the company hillman at lowes. About $4.95 for a box of 100. And I use 7x1-1/4" pocket screws for fastening the frame to the plywood and again same count and same price at lowes. They are the exact looking screws that Kreg makes but they are a black color and cost a crap ton less money.
From TednWV - For those of you that don't wanna spend $$$ for a "Kreg" jig, go to Harbor Freight. They have a great one there! thats what I use. http://www.harborfreight.com/portable-pocket-hole-jig-kit-96264.html. I buy my screws from Fastenal. I got 1000 screws and 25 carriage bolts for around $25-$30. Ebay sells them cheap and Amazon too.