I do, but ... at the beginning, I don't forward and then back ... I sew back 1 stitch and then forward; at the end, I do the opposite. With only 1 extra stitch on either end of the seam, I don't have a thread bulk problem. It only takes a millisecond to do and saves me time in the long run. Even though I use a small stitch, I still have some seam ends to come apart if I do not backstitch and it's very annoying to have to re-sew part of a seam when I'm putting a quilt together.