Always get them, and at the earliest opportunity as well. I even refused to acknowledge them as optional as a kid, even though they are.

One thing I noticed on my last playthrough which I can't believe I didn't notice when I was younger is how out of place most of Yuffie's lines are. Well not out of place themselves, but they very rarely get a direct response, and they all look "added on" unless it's a scene that specifically involves her, like the Wutai storyline. I guess the same goes for Vincent as well, but it's more in character for his lines to be "unlinked" to the conversation.