We present improved methodology for including covariance matrices in the error budget of Baryon Oscillation Spectroscopic Survey (BOSS) galaxy clustering measurements, revisiting Data Release 9 (DR9) analyses, and describing a method that is used in DR10/11 analyses presented in companion papers. The precise analysis method adopted is becoming increasingly important, due to the precision that BOSS can now reach: even using as many as 600 mock catalogues to estimate covariance of two-point clustering measurements can still lead to an increase in the errors of ∼20 per cent, depending on how the cosmological parameters of interest are measured. In this paper, we extend previous work on this contribution to the error budget, deriving formulae for errors measured by integrating over the likelihood, and to the distribution of recovered best-fitting parameters fitting the simulations also used to estimate the covariance matrix. Both are situations that previous analyses of BOSS have considered. We apply the formulae derived to baryon acoustic oscillation (BAO) and redshift-space distortion (RSD) measurements from BOSS in our companion papers. To further aid these analyses, we consider the optimum number of bins to use for two-point measurements using the monopole power spectrum or correlation function for BAO, and the monopole and quadrupole moments of the correlation function for anisotropic-BAO and RSD measurements.