YES!  You should wait until you have all the forms (such as W-2's, 1099's, etc.) that you are expecting.  If you get one after you've efiled, it will cause you a lot of trouble to prepare an amended return.

You can come and go.  Online TurboTax saves your entries each time you change screens.The best way to exit is to scroll way down in the left menu column to "Sign Out."