The question for me is relative.
Are you in a puddle jumper, or flying a few hundred fare paying passengers?
Are you trying to get on the ground quicker (remember, IFR traffic usually has priority over visual traffic at busy aerodromes)
Nothing wrong with shooting a visual, just get to a known point on the approach (Final approach fix for a 3 degree for example and drive it down). If you intend to roll out on finals at half a mile, dump the gear and the final flap and throw it on the ground, its probably not the best idea.
How long have you been working for? Visuals are fine for the first approach of the day, but can capacity sap somewhat if you are manually flying, which isnt a good idea on the 6th sector of a max duty day...
What does your operating manual SOP say?
Having flown over 500 visual arrivals into the 3rd or 4th busiest UK controlled airfield (Camp bastion), mostly at night, I can tell you that its just easier and quicker sometimes to take vectors to the ILS. unfortunately, that wasnt an option there from 2004 (dirt strip) till 2011 (ils fitted, hooray!).
Regards,
Vin.