I press too, as I go and when the top is completed. Good thing as I discovered two pieces of white on white had been put in wrong side out. Had to pick them out and turn them over. They weren't real noticeable if the quilt was hanging on the porch and you were driving by 30 mph, but I COULD SEE THEM!
Usually I fingernail press seams, then iron the blocks, but right now I am doing a flannel log cabin and am steam ironing each seam as I go. I did a another log cabin (my first) and even starched it as I went. It came out awesome.