To delay or not to delay, why is this a question? Delay is what makes the music come alive! Delay can be very tasteful and should be used to some degree on every mix. It can be subtle and very light, but it will give your mix that edge that kicks it up a notch.
Delay comes in many forms and with even more parameters. Some delays have built in filters, while others have feedback control. No matter what delay you choose to use, experiment with the controls and get a feel for how the delay responds to the audio. Once you know how the delay impacts the audio, use it to blend the sound into the mix. You can also get creative with your delay tone by adding a distortion or a flanger effect. Make the delays stand apart from the original track and they will have more impact on the mix.
If the delay has a sync feature, that can be useful if your music has a tempo map and sticks to the BPM grid. Quarter notes usually have the right amount of space and make a big impact on the empty pockets of the mix. If your mix is not on a tempo map or you're looking for a more organic sound, then turn off the sync feature and set the delay by hand. This technique is a great way to get a vintage sound for your mix. Some of the greatest mixes of the 70's have delays that were set by hand. Don't be afraid to try something new and set your own echo or delay.