For me, it completely depends on the type of block I am making. Often, when I am making LC blocks I will finger press or use one of those wooden cuticle pusher thingys between each round of logs. I will then press the block when it is done. But I tend to make 6.5" LC blocks and I also precut all my logs. I also only finger pressed when I made the blocks for this quilt:
Scrappy batik HST quilt But all my HST units were pressed before assembling the blocks. Each block finished at 8" on this one. But for the most part I tend to press every seam before adding my next unit, especially when I am working with blocks that finish at larger sizes or where intersecting seams are a critical element to the design, like star blocks or anything with FG units.
As others have posted, you need to try a few yourself and see if you are happy with the results. Additionally if your goal is precision, pressing each seam will make a difference.