In California, it is code to pigtail wires. As an electrical contractor, I totally agree. If the outlet fails and it is not pigtailed... everything down stream from the outlet will also be affected and lose power. No pigtail sounds like the lazy man's idea on how to wire up something. However, I can not dismiss the argument that a pigtail takes up valuable space in a box and it can also cause problems in itself. I would be a proponent of box manufacturers being forced to make boxes bigger/deeper.
I laugh when I am at home depot and I see someone buying a lot of 2 x 4 handy boxes and some 14-2 romex. I know they are going to go wire up a room with illegal wires for outlets and jam them into this tiny box... because they will save some $20. And yes... they will not pigtail, because look... the outlet has two screws on each side. HEY, there is also a little connection between these two screws that could be cut to allow for dedicated switched outlet operation, or two different circuits... do not use it as continuation of the circuit to another outlet... use a pigtail and use 4" deep boxes with plaster rings for your installations... it gives you more space for the wires and the pigtails... and the cost - relative to having your house burn to the ground with jammed electrical wires - is really not very much more... REALLY! And use nothing but 12-2 for outlet circuits. 12-2 is good for 20 amps; 14-2 for 15. If you put 14-2 in and somehow connect it to a 20 amp breaker... failure means fire. 14-2 is for light circuits... but trust me, use 12-2 also... just in case you ever have to put an outlet on a light circuit.
I have been an electrical contractor in California since 1979. I really know what I am talking about, but of course, it is based on 34 years of working in the field and the laws of California (I am sure other states do not have the same restrictions). I have repaired a few items in homes that DID cause fires, caused by "smart" people who really knew they understood how electricity worked. I loved the three hour troubleshooting charge I had for one client, to figure out why a lot of outlets did not work in their house. I traced it to one of these little connection traces being burnt in half. The outlet where the problem was - worked ... but because they did not know how the house was wired, the rest didn't. It cost them $180.00 to find out that the homeowner himself had installed this outlet and figured that those two screws on each side meant exactly what many "experts" in this link have stated... it's easier to wire up the outlet that way.
So, go ahead and use both screws and no pigtails; I have bills to pay and could use your money to pay for your cheap idea of how to do something. Short cuts are NOT a good idea in wiring... they either cost you a lot in the future, or cause you to find another home after your home burns down. I am not leaving my business card here... I say this because I care, not because I want your business.