I press seams before moving on, but I know there is a famous quilter out there who gives classes, and she does not press seams until the block is finished! A couple of people here have taken her classes and tried the technique, and they say it works fine. Sorry, I just cannot remember the name of this teacher. So far, at least, I have been too chicken to try it.
Also, Jinny Beyer does not press seams until the top is done. However, she is a hand piecer. When she is finished hand piecing a top, she does not bother with how seams lie; she just presses from the top and lets the seams fall where they may. Works for her!