It would be a good idea yes because if at a time the light is not on the reptile will get cold and possibly catch a small illness but yes most people recommended that the light stay on 24/7. Just make sure that it doesn't get too hot in the tank, if it does then it is safe to turn off the lamp for a short period of time.
I have three dragons and at night they need their rest so you should turn the lights off. Buy heat emitters, they last up to 5 years and can stay on as long as you get the right size for the size of the tank. DO NOT USE HEATER ROCKS!!!! VERY BAD!!!