I do both depending on how thick a seam will be. I saw on S Shambers daughters blog that seams pressed open are weaker than those pressed to the side. When you think about it there is sense in this. Do your own test.
Press a seam open and then pull the two fabrics at the seam and the only strength is the sewn thread holding the two pieces together.
Do one where you press to the side and see how the pull test is different.
Do what works for you. Just remember that the quilt is also quilted together with lots of other thread so that makes the seams have less stress on them.
peace