This is a good question! Kind of like do you pre-wash. Those who do, do. Those who don't, won't lol
I started by not setting seams. Gradually started to do them, and like the nice flatness pressing gives. Butting seam up against each other, like say in a 9 patch, is so much easierwith pressed.
As for open seam pressing , or pressing one side, this really depends on how I am setting the piecing together. If the bulk can be reduced by pressing seams open, then do it. If not, press to one side.
The answers here are insightful and interesting.
Julie