I've often thought it is just as much time to turn or sew borders as you go so it is mostly a matter of choice. If the border is a patterned fabric then your stops/starts won't show much if you do them as you roll. Learn how to splice your stops/starts. Do not back tack - pull bobbin thread up and put to one side- pulled around a pin to hold. Roll. Next start, overlap stitching about 1/4" then clip threads of stop before next roll - all done. If you have a solid color border it probably would be better to turn if you can.
I was taught to do everything across the quilt as you progress down the quilt(except side borders if you are going to turn). You do baste outside edge of borders as you go. In other words, do the blocks then sashing before you roll. It's better not to roll back and forth as this could possibly cause puckers I think.
Last edited by selm; 02-26-2015 at 09:57 AM.