Hi Tony,
It's best to enable IGMP on all switches in a given VLAN, including the gateway.
As you've mentioned though, the gateway will not forward multicast traffic across VLANs, unless you configure a multicast routing protocol such as PIM-DM.
The way that the IGMP querier is decided on ProCurve switches is very passive, only in the event that an IGMP router is not present will one of them become querier.
If on your gateway, you enabled PIM for multicast routing between VLANs, it would immediately become Querier for the connected VLANs on that router. If in the event you had two multicast routers on the same VLAN, the router with the lower IP address will be elected Querier.
Getting a little bit off topic here but it helps to plan out your implementation once you fully understand how it all fits together.
To summarise, it's best to enable IGMP on all switches in the VLAN, and in the event of no multicast router being present, try and have your querier in the core to ensure that multicast traffic is handled as efficient as possible.
Johnathon, enabling IGMP on your switches will prevent multicast traffic from flooding out all ports during a multicast ghosting operation. It will only go to the clients that are specifically requesting it.
Matt