It entirely depends what sound you're going for. When singing harmonies to pretty standard diatonic songs I always make sure the note I'm singing is within the chord - I even tend to avoid adding 7ths most of the time. However in Neo-Classical music and the like which is rarely strictly diatonic, adding extra notes outside the chord and/or key signature can be very effective and I have done so many times.

So I guess the best way to decide really is try several different harmonic options and decide which one is the sound you're heading for, rather than trying to adhere to any sort of musical rules. If you're just after a harmony that sounds *nice* then I'd recommend you stick to the key signature and preferably make sure the note is always in the chord rather than sticking to strict parallel 5ths. But if you're not interested in *nice*, do whatever you fancy