I would vote 'No' on most occasions.
Unless you're doing a story with highly sensitive information, which may become controversial later. Or if you're covering a story where people are firing a lot of specific facts at you that you wouldn't be able to get anywhere else. Or if you just like having it around for security or for the hell of it, that's fine too.
However, recorders can be great obstacles, especially in feature stories. For one, a reporter thrives off of the ability to extract very personal information and opinions from his or her sources. Recorders often times make people clam up and feel uncomfortable (the main reason I don't like using them), especially when you're talking about ordinary people.
Secondly, when you're up against a tight deadline, who has time to go through hours of interviews to sift out a few quotes when they're in your notes anyway? It's fruitless.
Lastly, they pick up all the surrounding sound, which can be really detrimental. Sources' voices are drowned out by environmental noise. The sounds of the atmosphere are cool when you're in broadcast journalism, trying to pick up a good soundbite--but not in print, when you're just trying to hear the interviewee.
It's really a personal preference. Different reporters are going to have different styles due to strength of note-taking skills, interview style, work speed and memory for conversation.
Just in my experience, they've proven to be more of a hinderence than a benefit.