Always.
It's a 3DS, that's what it's for and one of the main reasons I bought it. And to me the 3D effect makes games look way better, I think Mario Kart 7 looks better than Mario Kart Wii just because of the 3D.
I tried playing Animal Crossing in 2D, but that's like I'm playing Wild World 2, it doesn't look that good.
Too be honest, I (as well as most people) only got the 3DS because most of the new games wouldn't be made for the DSI.