I never iron my clothes - but I always press my seams when sewing quilts. Mostly because a proper pressing makes projects look so much more professional and working with on it is so much more fun.
You can reduce a lot of bulk by pressing your seams flat, which will make the layering of the top, batting and back easier to deal with.
Just give your pieces a gentle press. You can use steam, if you want to, but try to avoid moving the iron back and forth too much, since this may stretch your fabric and ruin the shape of your piece. Don't iron your seams.
I always press my seams to the side. Some people like to press their seams open, but I prefer pressing them to the side, since an open seam will make it impossible for you to stitch in the ditch when quilting and I usually do not think about my quilting pattern before I actually start quilting. Most quilters agree that pressing your seam to the dark side is best, since the dark fabric won't show through the light fabric in the end.
In some cases you may have to square up your pieces - pressing your piece will make it easier to get exact squares. Also your pieces will line up more accurately, especially if you make sure to press seams that are going to form an intersection in each their direction, so they can nest properly.
Protip: Make sure to give your seams a little press before you actually open up the fabric to press it to the side. This will set the seam and make it more receptive to a precise pressing.