I most often do when mastering. 
Always do as much as possible in the mix, but when it comes to mastering, a master compressor can do wonders to really draw everything together and make everything sound like one. Don't compress your mix just for the sake of compression though (you really need to know what you're doing), but if you're really going to put the time and effort into mastering your tune, definitely look into using compression. 
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Put an end to the loudness war. Don't limit or compress your mixdown until mastering; leave the master channel alone.
Contact me for mastering.
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