Otis, not always on smaller pieces. Sometimes not on ones that are 6" to maybe even 9" and I feel I have a good tenon with solid wood. If the tenon is iffy say due to a soft pith, a knot or a crack then I'll opt for the steady rest. There have been times when I started without the steady and the vibrations were a bit more than normal so I'll stop and mount it up. No set rule for when to use a steady rest but if in doubt better to use one than wish you had when you have a snag and it sails across the shop or breaks off the tenon, or both. On larger pieces always. Even the slightest rough cut or snag on a 24" piece will knock it out of balance or likely much worse.