Sometimes I do and sometimes I don't, it greatly depends on the horse and what I'm doing. 3 of the horses I'm training right now won't see a spur until much later in their training because they are naturally hyper-reactive to anything touching their sides. So, I get them used to my heels first and then add spurs later to increase precision. At some point, however, every horse I ride will be exposed to spurs. Whether I use them every time or not depends on the horse.
If I'm working cattle, I generally always have spurs on because they make my leg cues much clearer and more precise so there is no confusion on the horse's part about whether I'm asking for forward, sideways, or a spin.