I used to iron without steam, but now that I do steam, I like it better.
You can learn correct pressing methods from Eleanor Burns or Quiltville.com
It is important that you don't push the fabric around with the iron, and don't iron on the bias. Iron along the selvages, not side to side. Use the tip or the side to direct the seam your pressing and put the iron down on it when it is in position. You can finger press first to get it to lay down too.