I do. I like to improve the odds of having the seams lay as "attractively" as possible.
It's also a chance to see if there are any last minute glitches that might need to be touched up or changed.
(Doesn't guarantee that I'll catch them all, but there is something about pressing that sometimes shows up wonkiness)
I usually press the top while it is still in sections - it is a bit easier to handle it that way.
I also press the backing if there are any seams in it.
I also wash all my fabrics before cutting them.