I'll usually compress vocals going in. Not only for level control, but it makes them easier to sit in the mix for the most part. I used to compress the kick going in. Now I think this is a bad idea. The kick sometimes gets heavy compression and EQ, so it's best to wrestle with that later when you can make changes. If you have a really erratic drummer, then maybe copress going in. With snare, it depends on the drummer and the sound your going for. Same with bass. With a world-class player you probably don't have to do anything, different story for a smuck.
-jhe