I've done it to about a half-dozen steel bikes and it's only been a problem with one of them. After that one I decided to spend the extra 15 minutes to cold-set using Sheldon Brown's 2x4 method and check alignment using the string method. (tie a tight string from dropout to dropout wrapped around head-tube, measure the gap between string and seat-tube on each side to verify alignment)
I've never had a problem after cold-setting and aligning, but then again, I did over 80% of my first few without a problem, so that one bike may have been a "one-off"...