We've talked about methods for sifting flour (How can I make sifting easier?), and the purposes of sifting (What is the purpose of sifting dry ingredients?).
How can I tell whether a recipe specifies sifting for aeration? How can I tell when to bust out the food processor? In what kinds of recipes will I see a better result by fluffing those dry ingredients?
For example, when I make cookies, I do just whisk the flour, salt and baking soda together in a bowl, and they turn out just fine.