You do need to press each seam. I chain piece which is really quick and take several to the ironing board a one time. Actually it is good to get up and down to press, LOL.
Here is a You Tube video that shows chain piecing. The only difference is I'm a pinner. My fabric always seems to shift just enough.
http://www.youtube.com/watch?v=RPb5J-vdO5E