I prefer to press to the side whenever possible. It makes it easier to nest the seams. I had one I was working on and thought it would lay flatter if I pressed open. What a pain that was! It took forever and when I sandwiched it some of them flopped back over anyway. I won't bother pressing open unless I really think the pattern I'm working on requires it. As for quilting over the thick spots...some quilts look great with meandering patterns and I just work around the bulky seams.
