Blocking your project is an absolute must. It is the final touch to all the hard work you've done. There are many theories and ways to block your knit or crochet project. Acrylics required only a super light touch of blocking. I like to thoroughly dredge my wools in hot steam. Angora should never be steam blocked. And some stitches also require different techniques of blocking. I like to press my stockinet stitch, particularly in shawls. I like to pin open my lace and steam it heavily if it is wool. A light steaming on cables allows the cable to stay puffed up, rather than laying down. The actually "blocking" of a yarn depends on its fiber. Acylics are blocked as soon as steam hits them. Wools are better left to stay pinned and perfectly dry before you handle it.
Like any other artist, the right tools make the job easy.