It all depends... I press toward the darker fabric on most occasions, unless it's going to mean all the seams are going the same way when I join up rows or larger components. Then I'm going to press to "interlock" (or nest, I guess). The interlocking helps me ensure that the corners meet properly.
I also will press seams to make one patch pop out from the background (press in towards the patch you want in front). I learned this in a book called "Piecing Workshop" (I forget the author at the moment). I'm doing this with a Goose In Flight block right now - pressing in towards the focus triangle.
Haven't done a OBW, so I can't say on that. But to second Elanor Burns' instructions - I did a Giant Dhalia, and pressing all the pieces in the same direction made a nice pattern on the back (like the petals on a flower) that laid very flat.