I like to, but don't always find the time.
Tips I found useful:
thread several needles, I like betweens, no longer than 18 inches due to tangling, I wind them on cardboard I have cut, so I am ready for the next one. I have trouble seeing to thread, so I thread several to not get frusterated while hand quilting.
strech fingers often. do not stay tight and sew more than an hour without streching. you will get sore.
I like matural beeswax to run thread over, it glides thru fabric so nice that way. Each time I start a new needle, I run the thread over my wax and sew with it. I found it doesn't work to do them ahead of time.
don't try to get too many stiches on needle, small even stiches are easiest when you only have a few stiches on needle before pulling thru.
have fun!