Yes, it definitely would be worth setting up a pressing area next to your machine. I press every seam. Pressing the newly sewn sean "sets" your thread into the fabric and creates a cleaner finish when the piece is opened and again pressed.
I created a pressing surface by using some double folded muslin with a small scrap of leftover cottom batting between it and placed it on a small table to the right of my machine (I'm right handed and it just works out better that way for me.) For larger seams as when I'm putting rows together I might work on several seams then take it to my larger ironing board in the utility room. Give me some walking exercise.