good question
Personally, since my eyes are light-sensitive, I wear sunglasses just about all the time and have several pair that stay in my toolbox to match up with the ever-changing conditions - and I also like that fact that they keep dirt and dust out of my eyes (so I've generally always got something on).
Dark lenses for bright sunny days
med lenses for, um, medium sunny days
lighter tint yet for blah/mixed days
yellow tint for indoor or dusk conditions when enough light is an issue