I have always used all of my vacation days. The only exception was if I needed to save them from one year to the next for a longer vacation. I firmly believe that it is in your best interest to use those days! Your work will suffer if you don't use them!
I do take at least two weeks off work though, even though it costs me a lot of much needed money..
My wife didn't tell me moving from England where I got five weeks paid vacation as well as public holidays that I was losing such a precious gift. I'd love to get a paid vacation again. But that is little more than a pipe dream.