Well, I voted "only my most...", but that's not quite the whole story. KendAlex said that gluing the tip when it's brand new equals an extra-hard tip to attack your paint with, which is true. So there's the "play it until it's a little bit blunt, then glue it" option as well.
However, I try to use a soft technique as much as I can, so actually, I do glue my tips new. But then again, I don't glue every tip, sometimes I can't be bothered.
So, er, yeah, ere wasn't an option for all of that!