I do both...find that cases with the same head stamp can vary a lot...from different lots. Just try to eliminate variables. Also anneal after two reloads. Again, for consistency.
But I like to tinker. Do I get better results, depends on your out look. It has a positive effect on me, and as a hand loader, I started doing this to make better ammo than I could buy. I believe I`m still succeeding. So for me, it`s worth the effort.