In the example in that landing page, there appears to be if statements depending on platform, is this something that's often necessary when using Haxe, or only when you want to perform a specific action for that target language?
Most standard classes and methods (String, Array, Hash, etc), and a lot of third party libraries are completely cross-platform, so you don't need conditional compilation.
Usually you use conditional compilation either for very low-level per-platform operations / optimizations, or to switch, say, between client code and server code, like here for instance:
