I press to the side sometimes and open others. Usually I default to the side since I do a lot of stitch in the ditch, but if it's getting too bulky I'll press open. For a pinwheel, for example, I press the diagonal seams to the side and the horizontal and vertical seams open.
I also don't always press to the dark side. If something nests better pressing to the light side, that seems like a more important consideration. It doesn't seem to make any difference in how the seams show through. Honestly, I just press to the dark side most of the time because I don't want someone to see it and tell me I'm doing it wrong.