I actually took a binding class at the LQS. The instructor didn't press her binding, just folded it in half as she went along, and taught us to sew to the back first and bring it over to the front. She didn't use a single pin or clip or anything at all.
I later decided I prefer to have mine pressed, but I definitely sew it to the back first. I'm getting better about having an even line on the back of my quilt when I sew down the front. But, uh, that's the back of the quilt. Who cares what the line looks like?