If you have a bunch of seams coming together in one spot - say a pin wheel you will want to be careful how you press the seams. But other then that it is personal preference .
I was told back in the day before sewing machine and strong stitches they pressed to one side, usually the dark side 1- to hide the fabric so it didn't stick out from under the lighter color and 2- the when you quilted it you didn't pull on any weaker seams. Does that make sense ?