I tend to shoot in AWB (auto white balance) most of the time because that way, in post, I get all of the pre-set white balances, and the raw converter's auto white balance option, and the camera's auto white balance option. Usually if I'm shooting with flash though I'll set it (Daylight, Cloudy or fluorescent ... ironically not flash).

This is up to you though. I'll usually tweak all of my white balances in post regardless of what I shoot.