I've wound off of spindles with my ball-winder and onto my nostepinne with no apparent harm coming to the singles. I like to let the yarn sit on the spindle at least 24 hours before moving it, more like 48 if I can, so that the twist sets a little and it's easier to work with.
(posted by me on spindlers, 11/7/2001)
The thing to remember if you are going to ply, is to save a freshly spun sample in the ply you want to do -- 2-ply, 3-ply, ... That way you can see how much twist to put in it when you get around to plying the yarn. There is no need to set the twist in singles prior to plying it, however I do let the bobbin, spindle, or skein sit for a while when I can, so it's not so "alive" when I'm plying it. Plying a semi-set skein like this can seem like you are over plying -- but when you later set the twist in the plied yarn, you will find, if you have plied to match that fresh sample, the twist will balance once the skein is washed and dried.