I just took a Craftsy class by Cindy Needham and she recommends "ESS" (stitching in the ditch, every stinking seam) even if you're doing fmq stitching. She did some samples with and without, and I have to admit, it did anchor them nicely and did make the end product look great. I just did it with my current king size project and trust me it was NOT fun (and I probably won't do it again). It took me forever and it is not my favorite thing to do! It did turn out nice though and this quilt actually needed quite a bit of it anyway, so not a waste.
I also bought some of that wash away thread, but my thought was to use it to stitch one of those fmq practice panels. This way I can use the panel multiple times (its not the wash out kind) and not waste backing and batting.