For beginners it's better to only use devtextures so that you spend more time with learning gameplay and such. If you are more advanced you do whatever you feel like.
Personally I texture everything in some way, firstly because It makes sure that places look different from another and therefore people don't get lost as easily, secondly because players act differently if they are inside/outside or is something is bright/dark and so on. Basically, I use textures as another tool to work with.