I almost always use one when tapping or recording.
It's a technique in itself, learning how to use it properly by pulling it down over the frets when you need it then pushing it back over the nut.
In recording you might even go so far as removing strings or using tape over them. Who cares if it's cheating as long as it sounds good.
If you're just learning to play tho, you might wanna learn your damping techniques first.