Ideally, your shorts should fit tight enough around the waist, or hips for low-rise shorts, that you don't actually need a belt. However, for more formal or dressier occasions, always wear a belt if you're tucking in your shirt. This gives you a more put together look and dresses up your shorts. Obviously, if you prefer wearing a belt and your shorts have belt loops, wear a belt. Belts look just as good with shorts as they do most men's pants.