I pre-wash everything (even those Fat Quarters that say not to pre-wash) in Tap Water Cold on the shortest Handwash cycle in my washer with a small amount of Tide Free & Clear (no bleach, no fabric softener) & then dry them on Low or No Heat.
Then, after they have completely dried (some need to sit on the drying rack for a bit), I starch & iron them.
Since I work almost entirely with baby quilts, I want to do as much as possible to get out any extra dyes or chemicals before passing it along to the baby. I figure between pre-washing, soaking to remove markings & washing again 1-2x once it's quilted I've given it my best effort to provide the safest quilt I can.
That said, I know Art quilters that wouldn't dream of washing fabrics ever! So I guess it's a matter of personal preference & a bit of how you plan to use the quilt. If it's going to be washed quite often -- especially if you're making it as a gift & the recipient may well go ahead & wash the quilt in warm water & dry it on medium heat -- I really would recommend pre-washing to help shrink the fabrics some before quilting (since fabrics can shrink at different rates), but if the quilts are for you or someone who will take special care when washing them, go ahead & get right into the quilting!