Depends. On rando rides, I will often leave them (and my shoelaces) loose so my feet don't hurt. On commutes, I may keep the right side tight and loosen/tighten the left when I need to stop and put a foot down.
I've got Power Grips on the fixed-gear and they're decent overall -- you'll never get as firm an attachment as you would with clipless or clips-and-cleats, though.