I always socket ICs because I suck hairy yak balls at desoldering and there's too many fake ICs around. But I hate having to bend their legs so they fit the sockets.
I don't socket transistors, not even those precious gain bucket queens that work just right, because when I build those fuzzes I use eyelet boards.
If I socket a component it's because it's a biasing resistor for a soldered JFET or a cap that I can't commit to, but I always use hot glue to secure them.