It depends.
Pre FIRE... probably you should... but there are arguments against it as well. If you have a very well defined asset allocation and just let the dividends re-invest without ever looking at it again, you'll find out that the high paying accounts end up being heavy in your allocation.
POST FIRE... we use the dividends as income. The same warning applies from above, though in reverse. High dividend payers may not appreciate as fast because you're pulling the dividend rug out from under them. But it's easy.... there is an account there that just automatically refills itself over time.