I do it all the time because:
1) If there is a problem with the project, it will not produce
2) If I produce it and then preview it I may be able to edit just that one.
Jeff seems to do it the other way but if caution is taken, there should be no problem Are you going to make a DVD, AVCHD or blu ray disc? Just as long as you use the same settings, it is your choice.
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BoilerPlate: To posters who ask for help -- it is nice to thank the volunteers who try to answer your questions !
Anything I post unless stated with a reference is my personal opinion.