There are no rules. Just do what works best for you at every crossroad.
Sometimes I track using a very transparent compressor, like the RNC 1733. It helps keep the peaks under control for a more consistant take. It depends on who I'm tracking- their experience and skill.
Other times I'll use a Joe Meek or Manley ELOP. If the compressor is part of the sound, and you know what you want and are sure about it, then print it to tape.
If you're not sure, then track clean. Add later.