I have to laugh. This is not what I expected when I opened this thread. I have a book of blocks and borders that are all pieced. Not just to make a length of fabric long enough to go around but to add to the design of the quilt. I love the book and the designs. Even though it means adding a hundred or more pieces of fabric to the piecing process.

So of course I really piece borders. Do whatever makes you happy.

This is the post I just put on the "sashing" question today:
One thing not mentioned so far: if you have to put a seam where there shouldn't be one, be sure and press the seam open. Seems like a little thing, but a seam pressed to one side has a little bump. When it's open, it's almost invisible.

This is true for borders, too. And if you have to add a little piece to any parts of your blocks, open seams are hard to find, even if you know they are there.

Yes, I piece my borders, but each of the 4 borders are pieced in the same spot

I piece borders or not, depending on design and fabric availability.

You mentioned putting the narrow border on before the final one -- just a thought, but have you considered sewing the two borders together, then sewing the newly completed two-piece border onto the quilt. It makes like easier for me. Whenever I have multiple borders, I sew them together THEN attached them to the quilt. This works with both straight set and mitered borders.

You can do whatever you want with your quilt! I promise the quilt police will not show up and scold you.

I always piece borders. Not about to waste yardage on most quilts.