I think kiffie and I have learned it the same way - if you are going to SITD, you do it before FMQ.
But, like everyone else says, you never have to SITD.
I like to use it on borders because it really does make the line between border and quilt lie flat and even, but I try not to do any SITD other than that.
SITD is much harder for me than any other part of the quilt - keeping that stitching hidden is incredibly hard!