If the bullet has a cannelure, you may as well crimp it.
However, this all depends on what you are loading for. If you are going to be doing varmint calls, where you're going to be in a fixed position, high power matches, or bench rest competitions, crimping would be a detriment, as it decreases accuracy.
If you're going to be rapid firing, or moving a lot, I would crimp it. If for no other reason than to prevent the bullet from wandering around in the case...