Hmm ... quite a few of you are doing it in the oven. I need to try that again. I haven't done it that way for twenty years.
I did some research after I posted, looking to see what various cooking sites recommend. Cook's Illustrated recommends doing it in a frying pan, but covering the bacon with water. During the first part of the cooking the water boils, keeping the bacon from getting too hot and burning, but still hot enough for the fat to begin rendering. You then finish the cook in the normal way. I guess I need to try that one as well.