The proper answer is : Yes, absolutely every time.
The technical answer is : Depends on your water. If you have a city or other chlorinated water source then you absolutely should be using it. Chlorine is without a doubt poison to fish. Their respiratory system and organs are damaged by it and you should do everything you can to minimize the amount of this toxin that your fish are exposed to.
Time and dilution also play in here, according to our water district when our water smells and tastes of chlorine, they recommend using a pitcher and letting the water settle in the refridgerator. Supposedly some of the chlorine escapes via off-gassing. It may just be the gases/smell and the chlorine is still in there.
Any reason you don't want to use water conditioner? You could use non-chlorinated aquarium water but if it's a cost saving measure, this is doubtful to be your best route.