It's true, some projects don't really need to be blocked. This shrug for instance, didn't need to be stretched or blocked to get the full effect of the pattern. More often then not, however, you want to block your projects to create the best finish possible.
So here is a quick before and after to show you what a difference blocking makes.
These are a couple of headbands a friend of mine asked me to make for her to wear while the weather is chilly but still not cold enough for a full hat. Before blocking they're very rolled at the edges and in the center where the cable pattern is on the left headband. You could take the chance that once the headband is stretched over your head, it will smooth everything out, but taking the extra step to block will make life easier in the long run.
I have been using a piece of foam core, now warped from use, to block my projects. It does the trick, but isn't the best solution, especially with larger projects like the Annis Shawl. You want to pin everything tight, but don't stretch it out too much or it could create an uneven scalloped edge. If you want a scalloped edge, modify your pattern, not your blocking.
You can see what a huge difference blocking makes, now the headbands lay mostly flat. The fiber content of your yarn will determine how well your piece blocks. These were made out of Stitch Nation's 100% wool Full 'o Sheep yarn so the blocking was super successful. Would you have ever guessed the headband on the right was as wide as it is before I blocked it!
You should know that acrylic and other synthetic fibers don't take to blocking as well as wool so you might want to keep that in mind when selecting a yarn for a project. If it doesn't need to be blocked, select any yarn you'd like, but if you are going to need to block it to keep its shape, or enhance the pattern, select something with some wool content.
Right now I am full on Christmas present knitting mode, so I will have lots to show you all soon. As for me, I am so adding Knit Pick's blocking mats to my Christmas list! So long foam core!