I am well into my pretty yellow baby sweater. The sweater is basically worked from the top down, with the first half all worked at once, then the garment is divided on stitch holders: left front, sleeve, back, sleeve, right front. I have just knit each sleeve and now it's time to sew them together. As the ends are curling under, it's time to block.
Having just struggled with blocking my ribbon tank, I ordered a blocking board from Joann.com. It is really great--each inch is blocked off in a grid system, to ensure easy, straight blocking--and I am now letting the baby sweater sit overnight.
I used to be quite apprehensive about blocking and all finishing, but two books have helped me a lot. One is The Knitter's Companion, by Vicki Square. The other is The Knitter's Book of Finishing Techniques, by Nancie Wiseman. I will refer to them both again tomorrow, when I sew those sleeves together. With each finishing project, I get more confident in my abilities.