I like to hear a tight drag slip when I give them the mustard . What a wonderful sound. 

I didn't at the beginning, but now always. IMHO, to get a proper hookset while fishing single hook lures such as jigs, we tend to tighten the drag almost to the point of total lockdown. When the drag is set really high, it tends to give out inconsistent force, which nobody wants. When I set the hook, I just press down spool a little, not much, and that will give out quite a "booster" drag force. After a solid hookset, I just let the low-setting smooth drag do the work. In this way, I don't have to go back and forth with the drag setting while fighting the fish. Because I hate doing that while I am trying to focus on the fish; it is such a distraction. 

 

And if you want total lockdown, why not just use the thumb to do it instead of taking a risk to damage the gears and drag? Speaking of gears, high drags will definitely shorten the lifespan, or at least the smooth feeling period, of any reel gears.