Depends mostly on the strain of yeast you're using, and somewhat on the recipe. For some beers, esters produced by the yeast at higher temperatures can be desireable. For others, they are unwelcome. Put your yeast at a temperature they are comfortable with, preferably at the lower end of the scale, and leave them alone until they're done.
The exception to this, of course, is Belgian style beers. Those you'll probably want to ramp up the temp on gradually.