It depends on what the included script does, and how important it is to the calling script that it be executed. Remember that if a require or require_once fails to read the file, your script will die immediately at that point.
As far as whether to do a once, if the include script defines functions, classes, and/or constants, you probably just want to do it once, as otherwise you might get a fatal error if you include it somewhere a second time (it can happen if you have includes calling includes calling includes.... :rolleyes: ) If, on the other hand, the include just does some processing that outputs some HTML or such without defining functions or constants, then you don't need to use the once version of include or require.