This is really a personal choice, so it depends on who you ask.
Personally, I don't wash. Why? Because I LOVE it when I take the quilt out of the dryer for the first time and see that wrinkly look. My heart melts and a smile forms on my face. To me it's like getting the aged/antique look.
I know there are issues with fabric colors running, but, I have never had this problem. I always put those Shout Color Catchers in my washing machine whenever washing a quilt and it always does the job.
Now, the ONLY TIME I will wash fabrics is if I am using them to applique. I do not want my applique shapes to shrink up like my pieced quilts.
So, it really is a personal preference these days.
Do whatever you like best and that will be the right way for you :)