Yes I’d say it’s a rule of thumb to try and have your objects aligned to the world. Then there’s particular instances when you have to be mindful to move your object in object mode and not in edit mode, that way you can take advantage of the normal orientation of your object.
You can also use custom transform orientations, JL uses that in this video around 17:40
https://cgcookie.mavenseed.com/lessons/modeling-the-left-leg-i