I tape all my wirenuts. However I also make sure that I've used the proper splice-cap before wrapping.
I double-check that no loose strands are poking out the bottom, that there's no exposed conductor and then give the nut a slight tug to see if the nut is gripping or if it will slip off.
Then I apply tape. The reason for the tape is just that it's THAT little bit more extra security and also keeps dust and dirt from getting into the connection.
Oh...and I'm a pre-twister!!