Depends. Once I marked an entire quilt before quilting (hand quilting). I used a white ceramic lead mechanical pencil. Many of my marks rubbed off from handling before I got to them. So consider your tool you are using for marking.
Now I quilt on a rack and I usually mark before loading but there are many times, if the design isn't to complex, that I will mark as I go. Also if I am using chalk, by the time get to the area it is sometimes too faint to see so I will go over the lines again with chalk before quilting so I can see them.