I used to set my seams...but I really don't anymore. I took a workshop with Bonnie Hunter and she said to me, "the heat will reach those stitches without pressing them first...for me that's valuable sewing time wasted!" Hahaha...it was really hard to break that habit because that's how I learned to quilt too. But she got me thinking. I use thin piecing thread so it just seems redundant. I'd love for my quilts to last forever, but honestly, I have made HUNDREDS of quilts. My kids won't keep all of these and there's no guarantee even if I bust my hump over every tiny detail that whoever inherits them will keep them or care for them well either. So I just don't worry about it. Label it, enjoy the process. Besides, if you're trying to get your seam to lay flatter use some best press or starch. I always finish up my block with a little something to get it nice and flat, so for me personally, it just seems like a time waster.