Some writers prefer to work in isolation without soliciting opinions from others.
Others find it helpful to get feedback during the writing or revision process. If you're insecure about your writing, choose your critique partners with care. Victory Crayne has written several good articles on the art of critiquing and being critiqued. There are many online groups and workshops that offer critiquing. If you aren't completely confident in your writing abilities, a bad critique group can be damaging to your self-image.