You should use it always, for the whole fermentation, because then you have consistency.
However - it is only CRUCIAL to control temps in the first few days or even hours of primary. That is when the off flavours often associated with high temps will arise.
If space is needed, I have no issues moving my beer somewhere warmer for the latter part of a fermentation.
In Process - Russian Imperial Stout, Nelson Sauvin Rye IPA, Mild No.3
In Kegs - Barley Wine, Apfelwein, Wild BlackBerry Wheat, Coffee Oatmeal Porter
Gone - so many :(