In some ways I feel like this is asking, "Say you're playing a sport involving a ball that's about the size of your head. Should you be allowed to touch the ball with your hands?"
In some sports, sure; in other sports, no. You should play the game that appeals to you and your group. Just make sure that one person isn't playing soccer while the rest of the group plays basketball.
I've played low-lethality games, and they can be immensely satisfying. I've played hi-lethality games, and they can be immensely satisfying.
If the players are expecting or wanting a low-lethality game, it can be a real bummer when one of the PCs dies in a random fight. You don't want bummers in your entertainment time.
But if they're expecting or wanting a high-lethality game, then the death of a PC can actually be a great moment, something memorable.
In high-lethality games, I think that undead are great opponents, precisely because they're likelier (IMO) to commit CDGs.
One of my favorite gaming moments recently was when the first-level PCs squared off against four zombies. I had the zombies do nonlethal damage, which mildly confused the players; the zombies were just slamming people up against walls. It was not too bad a fight, until the sorcerer got thrown against a wall and knocked unconscious. Then all the zombies stopped what they were doing and rushed over to the unconscious sorcerer, absorbing attacks of opportunity on the way. The next round, they all attempted a CDG on the sorcerer (renewing their moans of "Brainnnnnnnns!" as they did so), and two of them succeeded, and I described the zombies ripping the sorcerer apart, biting into his head, eviscerating him.
The zombies all died within the next two rounds, but the damage was done; and those PCs will remain terrified of zombies for the rest of their adventuring career.
Daniel