i do on some and not others, on most isolation exercises like bicep curls ,lat raises etc, i go to failure, also to failure on chins and dips. on squats and deads i think when form gets sloppy it's easy to cause injury so i prefer to do a set number of reps, normally in the 8-12 range but not going too close to failure. bench i usually go to one before failure or failure on occasions.