Jouf, you can use either method (slipping or not slipping) for either open edge or sewn garments. I prefer to slip in both cases, although I've not really experimented with sewing a non-slipped edge, so I can't say this is an educated decision. In some cases a slipped edge is ideal for sewing or picking up stitches in. That is: if you want to pick up a stitch for every other row, or if sewing a seam stitch for every two rows is acceptable. You can also sew or pick up a stitch for every row with a slipped edge, but it's not obvious, and I'm afraid that my picking-up-stitches video is quite inadequate for showing how to do this. Basically, you want to work as close to the edge as you can, while still going into a space that has a hole for each row. If you look carefully, you'll find where I mean. ...Well, anyway, as I say, you can use either method!
Peg, I've never compensated the pattern for this, and I've had no trouble. I'm not sure if I am doing it the "correct" way or not.
Knitbit, I agree with Jouf. Stick to what you're doing! Actually, if you're working a really textured edge, like seed stitch or garter stitch, then not slipping the stitch looks good, in my opinion. Slipping also looks good. In fact they look very similar in those cases! I will still slip. But if you've started with not slipping, on this project, then you'll want to be consistent throughout the project.