ALWAYS. I use leaders and enders. I keep a bunch of them on the shelf next to my machine. I use mine over and over and over and over and over and over until you can hardly tell what the fabric looked like to begin with.
My Bernina requires that I hold the threads when I start a stich; Janome doesn't as it has a thread cutter. BUT, I find that leaders and enders save a fortune in thread and save a heck of a lot of work picking up thread off the floor. If you use an ender, you'll always have a leader under the foot.