For me, it depends on what the finished piece is going to be used for/in. I do mostly press from the back and use a pressing cloth that is moistened slighly. Some machine embroidery thread is rayon and can melt if ironed from the front and the setting is too hot. Hand embroidey is usually DMC cotton and can be pressed from the front, unless you don't want the threads to be squished flat, then I also press from the back with a cloth.