I agree with @Vaughn. It depends so much on what process you're talking about. Then it also depends on what look you're after, what kind of raw paper base you're using, what kind of chemical interaction effects you may or may not be having, what the situation is with sensitizer absorption or pigment staining, etc. etc. etc. etc. etc.....
Keep also in mind that sizing is not the only way to do something with surface finish; you could also apply a top coat over your image. Waxing has always been fairly popular, but other top coats are also feasible.
Don't regard sizing as something you have to do because 'people' say so. It's something you use to solve a particular problem or to obtain a particular effect. Nothing wrong with experimentation, but this is a particularly deep hole to fall into if you go into it without any direction.
Throw a piece of paper in water and see how it handles wet
Yes! In addition splatter some drops of water onto the paper and see hoe they bead. It's the basic principle behind testing the surface energy of the paper, which is one of the main reasons why sizing is (not) done (and how, if so). It's particularly relevant when working with pigment processes such as gum and carbon transfer, but also when working with liquid sensitizers, although in that case absorbance is also a major factor. The science behind sizing is actually pretty darn deep. For the sciene-oriented among us, it's a nice challenge to digest some of it.
I agree with both @Vaughn and @koraks... adding external sizing to most papers is generally unnecessary unless you want to achieve a specific look for artistic purposes.
Most 'art' papers (i.e. watercolor and printmaking papers) are sized at the mill. However, if you are adventurous and try other type of papers (including many inexpensive papers sold for drawing) you may need to size them... as @Vaughn says, you'll know about these papers as they soak up sensitizer like a sponge.
I also think the same about top coats. They are not necessary unless you are going for the specific look that various materials provide.
I made a few posts here a couple of years ago, regarding cyanotype that you might be interested in, but as noted in these posts I develop my cyanotypes in an unconventional manner... I use 25% vinegar for the first wash. I think that this allows me to a wide variety of papers without worrying about their buffer content.
Here are links to those posts:
Paper for Cyanotype
Effect of Acid on Washing Cyanotypes
Acid Pre-treatment of Paper for Cyanotype
If you recommend any literature on sizing
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