I've used them when needed. It's as simple as that.
If you're not used to playing to a click track, it's a very disconcerting experience, the rhythm may not be smooth and the track may loose the "feel", so it's a tricky decision.

It's possible that practising with a click track will teach you enough about the correct tempo and where you are speeding up (it's usually speeding) that you can then record without the click and have the benefit of a more musical recording but with the speed naturally under control.

Technical perfection vs. musical quality is of course the perennial challenge of a recording studio and one of the hallmarks of a good engineer is the ability to make that judgement call, all the psychology that goes with it, and knowing when a good take with a technical mistake can be edited into a perfect stunner.

Anahata