I hand quilt both with and without a hoop. Just depends on the size of the project and my mood. I think tessagin is referring to the Thimble Lady (sorry can't think of her given name). She suggests, and I find it easier as well, to have your sandwich fairly loose in your hoop. Makes for easier and smaller stitches. One reason I like a hoop is that it makes it easier for me to find where I stopped working!

I tried hand quilting without a hoop, but was not satisfied with the quality of my stitches. Was not successful trying to juggle a hand hoop either. What works for my is a lap hoop. The type I have is no longer made, I think -- it swivels on a ball. It is very easy to adjust the angle, and nothing impedes my underneath hand. The lap hoop frees up both of my hands for quilting. The closest lap hoop to mine is probably the Grace lap hoop:
http://www.graceframe.com/site/hoops/laphoops

Edit: I agree with keeping the quilt very loose in the hoop. A common mistake of beginners is to hoop the quilt drum-tight. The rule-of-thumb is to be able to move the center of the quilt back and forth the distance of your fist (about 4" each way). This allows you to manipulate the fabric as well as the needle (similar to quilting without a hoop).

I did recently, but that is just because I had forgotten to bring it to the church when I pinned my latest sandwich. It felt very strange, and I am not entirely sure that my stitches looked as nice as usual. lol

I sit on a couch or recliner, drape the quilt over a large table and go for it! Doing a King sized now. But mine is more like stab-stitching or top-stitching. Have done small wholecloths just in my lap.