For me, it depends on the setting. I usually try to stick to the original concept of the setting designer, but as I'll show, that vision is often corrupted for the desires of the company. When that happens, I often ignore the corruption and use only what I like.
Greyhawk was intended by EGG to be a static setting. The folio/boxed set would start everyone at the same time frame, and then individual DMs would add to the setting the events would be determined by the DM and Players. Adventures referenced each other, so that you could advance the plot with them, but only if you ran them (only the players' actions really advanced the story). All other products were going to expand the world beyond the Flanaess (those were never made, unfortunately). This was EGG's vision, and so I run what is called Gygaxian Greyhawk, where no product or information after EGG's ousting is canon. This leaves very little canon, comparably, so it's only partially canon.
Realms was intended by Ed to be an expanding story, especially considering it was a story setting before a D&D setting. This is why the Realms has a glut of novels and stories that are all canon. The downside of this is twofold: it's hard for a DM to actually have perfect Realmslore, and some of it really sucks. DMs can just run it as best they can, using the knowledge they have and minimizing the canon they don't like. I don't run Realms often, but I try very hard to expand my Realmslore for when I do (I've read a ton of the novels, but I've not read much of the sourcebooks because I can't find them).
Rokugan was the "official" Oriental Adventures during 3E, but was eventually sold back to AEG by WotC. Unlike most settings, Rokugan did not have a single designer, even from the beginning. John Wick is generally consider the father of the setting, but since it was a CCG setting before an RPG setting, John Zinser, Dave Seay, and Dave Williams had a lot of input. Wick was only involved with the first story arc, and most story arcs have had it's own story writer, so "designer intent" is very, very vague. Because of this, the story arcs very wildly, and it makes canon somewhat of a mess. In general, I use mostly Wick's work as history, then ignore the second story arc (which I thought was pretty stupid) replacing it with my own, incorporating aspects I liked from later writers (such as the Spider Clan and Daigotsu).