Only if it is really bad. My Mum keeps trying to get me to have the flu jab every year, and every year I point out that I prefer to let my immune system do the work, and at 41 years old I should not be considering the flu jab. I avoid antibiotics unless my cold or bug is truly horrendous, and so far taking this route has paid off.
On the other hand, if I injure myself physically, such as when I damaged my elbow after a fall at a party by our lake, I will seek Doctor's advice. In that instance it was a good decision as I had chipped the elbow bone quite badly and ultimately ended up having surgery to remove the fragment, which proved to be over an inch long.