Always. I keep a good supply loaded with bobbin thread - can't recommend it highly enough for a good, strong stitch and perfect blender in just white or black. The only time I change from bobbin thread is if I'm doing embroidery on finer fabric and want a dense color with no variations.
The last thing I want to have to do in the middle of a project is stop and load a bobbin.
One other thing about the bobbin thread. Because it is so fine, you get lots more yardage per bobbin which means less frequent changes. And, might I mention that the best-wound bobbin is done at about half maximum speed.