Pressing seams to the side often makes it easier to match seams by "nesting" the opposing seam allowances. It's also quicker than pressing seams open, but can make things bulky at times.
Pressing to the darker fabric prevents show-thru of the darker fabric on the right side of the quilt. If you need to press toward a white or light fabric, it's often a good idea (though annoying) to trim away the edge of the dark seam allowance so it's slightly smaller than the light seam allowance.
I often press seams open, too, especially when there will be a lot of seams meeting in one place, or if I need to see where the point of a triangle is.
You could also try Margo's seam twirl:
http://good-times.webshots.com/photo/2165062400102889971nRhUJI
Do it the way you want... rumors to the contrary, quilt police will not show up at your door.