During the day when I'm at work and the dogs are indoors the collars are off, so they can be comfortable. But when I'm home and they are going in and out often I do leave them on.
I would like to warn everyone that in the small town I live in (less then 12,000) there was recently a Yorkie puppy stolen right out of a child's arms by a lady. The puppy hasn't been seen since and that was almost a month ago. It's very sad, and has helped me decide to have mine micro-chipped.