ummmm, so here i go bursting into print,
If all you are doing is welding mild steel to mild steel, I wouldn't bother with stress relieving them, unless you distort them heaps (althou it would only cost you about $25 at heat treatments anyway)
If you are welding cromolly to, um anything then i would heat treat or it will crack. I made some braces for someone's 'track' car (it only ever ran on three...) out of cromo and mild steel, tacked everything on the car, then finished the welding on the bench, all was distorted to hell, but after 'normalizing' everything was back about where it should have been.
Suspension arms we made for a certain #1 datsun out of 4130 tube, tig'd, normalized, fitted, and then the wheelalignment guy put a mother of a load on them, and they're still fine.
If you got anything usefull out of that you're doing good. I'd just mig them.