i do both depending on the style of quilt.
if the pieces of fabric are larger i press seams to one side and then piecing them is easier because opposing seams can nest with each other and it makes matching seam lines easier.
when i work with optical illusion quilts some pieces are only 1/4 inch square and these seams have to be pressed open because there isn't enough space to push a seam to one side without causing a big bump in that quilt section.