I press-press-press all throughout the whole assembly process, and give the whole she-bang a one-more-time pressing before sandwiching and quilting. Doing this makes everything work so much better, and my professional quilter says that the clients who do this give her the easiest quilts to work on. For example, you can actually "block" some of the more rebellious blocks whose shape retention needs some assistance by pressing; the seams lie flat everywhere, which has to make the quilting easier; you can press/steam out some of the barely noticeable "fullness" that comes from easing seams; and a hundred other little positive things that result from taking this extra step.