Always. Nicky's a Greyhound and I can't be too careful -- he's microchipped, his ears are of course tattooed, and his collar has an ID tag with his name/our address and phone number. He also has his rabies tag and a Greyhound Pets of America tag with a number on it as well. The only time the collar comes off is when he's staying overnight at my parents', because he paces and the jingling tags drive them nuts, haha. He has no recall when he's running...He's never off-leash outside unless in a fenced in area, but shit happens.