Not always, but I should. I had a .45 pistol blow up in my hands once. I was still wearing corrective lenses at the time, and they were reasonably shatter proof. A piece of the frame hit my right lens, took a chip out, but probably saved my eye. Got away with only a broken thumb. That reinforced the importance of eye protection for me, and I never shoot a metallic cartridge firearm or shotgun without protection. I cheat sometimes with my air rifles, but that's probably stupid, as HPA is just as dangerous as gunpowder.