I always iron everything. That is how I was taught to do it but I also agree that it helps to spot items that can be corrected before you put the quilt together. Also, it does lay flatter and makes putting everything together easier.

Yup, always press, from start to finish. Press all seams as I stitch and a final pressing when the top is completed. I also press the backing and the batting.

Agree, ironing is a friend and starching or sizing sprays helps quilt to lay flat, which is much better for the quilting process.

http://www.ashleys.net/recipes/Starch.htm
I am not affiliated with the above site but it has the portions of cornstarch and water to mix and cook to make homemade clothing starch.

steam or dry?

Much as I HATE ironing, I iron as I go along and just before the quilt is ready for sandwiching. I've never made a king size quilt so I don't know how I'd handle that but anything else I can manage with my Big Board on the bed (don't own an ironing board).

Always set seams first,, press after every step. Works well for me.Pressing helps with squaring the blocks.

I press at each step, and then when it is done.

Ditto. The larger ones are a pain in the you know what to move around and the part that you just ironed gets wrinkled again.

Kyia

I am an ironing bug and keep the iron and ironing board right next to the sewing machine. Everything gets ironed. It makes it look neater but it also shows if there are any snags or extra folds in the pattern that was mistakenly sewn.