This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
When someone prints your object, the println() method calls the toString() method to get the string to print. So... do you want to override the toString() method so that you get something sensible printed to the screen? Or do you want your object to inherit the toString() method from the Object class (assuming that's your super class), and just get the name of your class and the hashcode?
I *always* include it; without it I often have to fire up a debugger (which I almost never use) just to find out if an issue is coming from same/different object references. I can't think of a good reason not to include it by default. Although in real life I also almost always use some form of ToStringBuilder.