For the most part, I like to steam my veggies. There are some exceptions. When I cook Brussels sprouts whole, I feel that they do better being blanched, especially if there are a lot of them in the steamer basket. When you steam a lot of vegetables, the ones at the bottom of the steamer cook faster than those on the top. Stirring them works but is a hassle.
A good example is beans. I remember steaming some snap peas for a dinner once and I wasn’t thinking much and simply put them on to steam. Of course, the peas at the bottom of the basket were mush while those at the top were perfect. Blanching beans, Brussels sprouts, asparagus and the like in a lot of water actually give you more control over your food.