I've played both ways, but I've found I prefer leaving autonomy on.
For starters, with autonomy on sims will take care of their basic needs on their own (for the most part). This is useful when you get caught up in what one sim is doing and forget to check in with the others.
Second, I like to pull their decisions into how I shape their personality. It's usually just small things (since most sims act fairly similarly), but it may give me an idea of which direction to take them.