Depends on the mod, ones that fix game issues or make the game better, I am a big fan of. As for other mods, it depends on the game and how much I care about the original game. Battlefield 1942, one of my favorite games, had a mod called Forgotten Hope available which made the game 4 times it's normal size, over 20 new maps, 50 new weapons, new vehicles, new armies, new battles.
I try to play games without using mods first time through unless they fix game breaking bugs. I just enjoy the versatility of them such as having a sprint button and extra weapon mods in New Vegas.
Sandbox games should require mod tools, just my opinion.