I remember a sewing instructor at a Bernina store in the late 80s yelling at me I was wasting time if I took the pin out. She encouraged us to go right over the pins.
Now, I only do that if it is very very precision piecing and I can't risk shifting, and I do it very slowly. Also, not with my quarter inch foot- as it really doesn't go over pins well, but my regular foot does.
I'm scared of throwing the timing off my expensive machine, but with my cheaper machines (walmart variety) I never stopped for pins- broke a number of needles though...