If your part needs structural support, then the word is: absolutely. Fillets provide the added support when you need it. If your part has a meeting line which is sharp - 90° (or perpendicular), there is a natural stress riser in your design. This is a weak spot where a crack can form. If strength is needed and the fillet won't interfere with the design, it's definitely something you should include with your part.
Fillets in X-Y plane (i.e. between two vertical surfaces) work great for 3D prints and increase the strength a lot. They usually also improve the print quality, because the print head can keep a constant speed in the curve instead of slowing down to a sharp corner.
However fillets that extend in Z direction (i.e. between a vertical and a horizontal surface) suffer from layer artifacts. Sometimes they can look worse than a sharp corner would. While they do still increase the strength significantly, they are not as strong as similarly sized fillets in X-Y plane are.