I chose "always" because I will always use one if a combat occurs. However, it's entirely possible for a whole session to pass without a battle, so of course, in that case, I wouldn't be using a grid for anything.
I like to pre-construct maps of the entire dungeon/adventure location which the PCs are probably going to be exploring, by attaching dungeon tiles to several large sheets of black foam board with re-usable sticky tacky goo.