This is a tricky question. In truth, it really depends on what type of wood you are staining, and the look that you're going for. If you prep easily stainable wood correctly, you shouldn't need the wood conditioner.
Hard to stain woods like pine and maple; you may want to use it to prevent blotching. This will diminish the coloring, and wood grain, so you would need to weigh the pros and cons of each piece individually.