Always sharpen always every time always. Sharpen. Always.
It's a surprisingly complex topic on how to do it optimally, though, annoyingly. If you really get into it, you can spend quite a lot of time doing it just so, and use a lot of advanced stuff. But a sort of quick, but still principled way of doing it that I find works pretty well is the following, in photoshop:
1) Go to the "unsharp mask" filter.
2) Slide up the %age as high as it goes (500%) temporarily.
3) Now slide the bottom slider around until you get to the point where you juuuuust begin to see lines that weren't actually there in the scene (the "halos" that KmH refers to). Pick a spot that has fine details in it for purposes of seeing this. Don't worry if it looks nice just yet, only look for the point where artifacts begin to occur. Leave the slider barely below that point. This will vary WILDLY based on content and how much cropping you did, your resolution, your camera, your noise, etc.
4) Go back and crank down the %age to wherever you think it looks good (usually 100-200ish range for most pictures is what I like. Step 3 is where most of the variation is, this one is more consistent after that)
It's almost impossible to get bad looking sharpening this way, and yet it usually makes a quite noticeable positive difference in the image.
Don't just use auto sharpening filters, etc. Every image demands slightly different tunings, even with the same equipment (a field of grass or corrugated roofing will demand less sharpening probably than a normal scene, since the fine details can easily start looking tacky. And a glamour portrait, of course, demands less sharpening for style). Auto filters are fast, but you're selling yourself short and risking obvious visible artifacts, or ineffective sharpening.
Sometimes, you will want to sharpen different areas in the image separately. A good example is a brick building against a bright clear sky - halos around the edge are probably going to be super visible and distracting, but you still want to sharpen the brick texture, perhaps, so just select the building slightly inside of it's borders, and sharpen, then sharpen the rest more lightly.