For me, it's more a case of "when do you use a compressor" rather than "when do you not use one". If things sound good uncompressed, great. If things are getting lost because your dynamic range is too wide, then it's compressor time.
The musical style you're working in can have a big influence on this decision. On anything classical, they're used to ultrawide dynamic ranges. On modern dance music, even a hint of dynamic range is considered a failure.
(OT aside: we had Queensland Youth Ballet in the local theatre a while back, performing to pre-recorded music. I did the playback and found that if I set levels for the quiet bits to be about right, the loud bits were well over 100dB SPL "A Weighted". Or, if I set the loud bits to a comfortable classical level, the quiet bits were at about -50dB SPL, i.e. a dynamic range of more than 50 dB. this might be fine on an audiophile hifi unit in a quiet house but was hopeless in a 2000 seat theatre with moving lights whirring, people coughing, sweet packets rattling, etc. Yeah, I committed the sin of putting a compressor on classical music.)
The pessimist sees the glass as half empty. The optimist sees it as half full. The realist just drains the darn thing and gets a refill!