I have a habit of using it whenever the remote is involved.... I dunno, I just got used to it being there, and it actually feels kinda awkward without it. Even with something like the "Zapper" and Wheel, I still use it. NOT with Classic Controller, but I feel like that's a little different, obviously. :p (Although I can't remember if I DO use it when I use my CC handle-accessory, since it keeps the remote right there).
I can definately tell you that if anyone else plays with my remotes, they WILL wear it...I know a few people who get a little exaggerated with the whole motion thing. Which is understandable if its their first play-through, but since they don't own it themselves and don't own my TV, it's kind of nerve-racking watching them play without it.
I will use it occasionally but not always but it just feels funny on my wrist when I am sitting down and playing.