No. In fact, most of the time you shouldn't. There are a couple problems with going to failure, the biggest being that you won't have much left afterwards. Think about it this way; if you do a set of pull ups and you fail at 12, then even a couple minutes later you probably will only be able to do 1 or 2. Now say you do a set and stop at 9 or 10. 2-3 minutes later you can probably do another set of 9, and 2-3 minutes after that you can probably do a set of 8. Now instead of doing 13 total reps, you've done 27. Which do you think will force your body to adapt by getting stronger?
Our humble leader, Bendthebar, is a fan of doing a large number of sets with heavier weights and low reps. Sometimes he'll do 10 sets of a heavy lift with 2 or 3 reps per set. That's 20-30 reps with an extremely heavy weight that he could probably only do 5 or 6 times if he went to failure.
There are times when failure is useful. There are certain movements where partial reps help you hit more muscle fibers by actually going PAST failure. One example is DB bench. On that one you just keep pushing the weights as high as you can even when you can't lock out anymore. Although I'm not a huge fan of leg extensions, they are great for partial reps when you get to the point in a set where you can't lock out your legs at the top. Just wait a few seconds then bust out a few partials, going as high as you can. Do that cycle and rest and rep out a few times right after a hard squat session and you'll have trouble making it to the gym door afterwards. These partial rep sets are great to finish off a muscle group at the end of a session.
There are other goal based benefits of failure training. I've noticed that doing lots of sets to failure will really increase your ability to recover between sets. In my training for the Army I've been forced to do lots of push ups to failure. At this point I can do quite a few hard sets of push ups with only seconds of rest in between. So if for some reason you have the goal of increased inter-set recovery, then higher rep sets to failure are the ticket.
Last edited by Soldier; 12-16-2011 at 08:16 AM.