Ultimately this is a personal preference. Wearing the rings together is the most traditional choice of use. However, if you live a more active lifestyle or are unable to wear a lot of jewellery due to work, you may choose to wear your wedding ring on its own and the bridal set as a whole with your engagement ring on more special occasions.
For best practice it is advised to not wear any rings with fine settings whilst doing household chores like gardening and cleaning. They will in turn be cleaner when worn on dress occasions. The decision is yours and what suits your daily lifestyle.