Hi CS! I think the reason many old recipes say to sift the flour is because a long time ago there were so many hard bits and pieces in flour. Flour processing technology has just about eliminated the need for that now. Most flour we buy today is presifted to get the hard pieces out.
Sifting flour also aerates it and makes it a little softer and fluffier. I don't think it hurts at all to sift flour again, though. After packaging, loading, shipping, unloading and stocking sacks of flour, it compacts.
The only thing you have to do is measure the flour before you sift it, unless the recipe states 1 cup sifted flour. Then you would sift it first, then measure out 1 cup. I put my measuring cup on a flexible cutting sheet, sift the flour into the cup then dump the extra back into to the flour bag.
With flour, dry mixes and cake mixes, I usually whisk it to get the lumps out and aerate it instead of sifting it. I just find a whisk easier. A whisk mixes dry ingredients into flour nicely, too.