The answer is: almost always! With a few exceptions.
When you first start studying take at least one full length LSAT under actual timed conditions (35 mins per section) in order to determine what your starting point is. Then do a few of each question type with no time constraints in order to learn the process. Then for the majority of your LSAT prep do only full length LSATs or 35 minute sections under timed conditions. When you review these LSATs/sections you can take extra time to understand those that you got wrong.
Learning a new LSAT question type
When you first start studying you should be learning how to approach particular question types. As part of this process you will be practicing a few questions of each type and analyzing each one in detail. This allows you to become familiar with the correct approach for each type of question. Doing this under time constraints will limit your ability to develop the skills necessary for each question type. It is best to take this process slow and fully understand how to analyze the questions, then you can start to apply these skills in a timed environment.
Reviewing completed LSATs
After you complete a LSAT or 35 minute section under actual time constraints, take the time to review each question, particularly the ones you got wrong. This extra time will allow you review why each of your wrong answers are wrong and why the right ones are right. You can identify which question types you are struggling with and identify areas for further review. In the games section you can deconstruct your diagram and rules to ensure you put them together properly and in the most effective way.
When to Time:
Other than the two exceptions listed above, always time yourself. At a minimum you should be timing yourself in 35 minute increments and doing a full LSAT test section each time. You should also regularly complete a full length LSAT under timed conditions. Other than learning a new question type you should always be timing yourself at 35 minutes per section. After a section you can turn off the clock for review.
Why to Time:
The LSAT is timed
The LSAT is a timed test. Given enough time, most people can score very high on the LSAT. Your score only counts if you can do it in the designated time.
It will help you improve
If you study under time constraints it will help you learn to deal with the time limits, forcing you to move quickly, read quickly, analyze quickly and apply all the skills you learn as fast as possible. It is one thing to learn how to analyze an argument but it is another entirely to analyze an argument identify its weakness and pick it out of a line up of 5 answer choices in under 90 seconds. Forcing your brain to get used to timed conditions will improve your ability to deal with the limitations and the stress.
How to Time:
One section at a time (at least)
Do not time one or a few questions. Time yourself on 35 minute sections at a minimum. Generally this means you should not be sitting down to do 2 or 3 LSAT questions at a time, always do at least a full section and if you have time a full LSAT. Make sure that you take extra time to review each section after you score it.