It depends .. if I have a top that has lots of seams on the perimeter and I am attaching a border .. yep I do stay stitch. Same goes for wone the entire top is finished I stay stitch around the perimeter. Once in a while a block may have seams that I want to make sure are all laying a certain way , I will stay stitch around the block , or if I am putting big sections together, sometimes the weight will pull the seams before they go through the machine.
I will do some bias edges with my walking foot to help keep them from stretching .
Stay stitching can save lots of aggrivation down the road.... and it takes so little time.