To me, pressing seams open is just so much work!! I only do it if the situation warrants it. Stack & Whack, for example...all the points of those six triangles meeting in the middle is a huge lump unless you press open. (And then it's just a medium lump) Or the baby changing pad I did recently - no batting so I wanted the seams to be flat and not ridges, so I pressed everything open on that.
MOST of the time I press to the side. It's faster, easier, and lets me nest my seam junctions together for best accuracy.