I usually stitch around the edge of my quilt tops before sandwiching. It keeps any edge stitches from coming out and also keeps the seam allowance all turned the right way. I do not stay stitch the sandwich edge before quilting. The quilting draws up fabric and I like my sandwich edges free so I can coax any wrinkles out to the edge of the quikt or release tension from the edge if the top and backing have pulled in. Do what works best for you.