You really have to handle this on a case-by-case basis.

Warnings are certainly a great help in debugging code and finding potential bugs, and I have found *very* few times where an error was thrown without a good reason.

However, there are some cases where you are in an environment where you don't have a ton of control -- and maybe you are using a module that is a big help, yet throws a warning every time you use it. In that case, if the warnings bother you that much -- and you don't have access to fix the module, I'd say turn the warnings off.

Just use common sense, code/test/debug well, and all will be fine. Fear not... Your users will let you know when something goes wrong. :)