If running a parse makes you cynical and depressed, you probably shouldn't run one, but that choice is on the individual.

I don't run a parse because they typically stresses me out and make me enjoy the game less while using it while playing. I have found that having my numbers be out of sight, out of mind works best for me. Saying that, I'm not totally oblivious to my numbers either, but If I'm looking to improve I generally comb through FFLogs after the fact for tweaks I can make on X fight if it's savage and above content difficulty. Enough people are using a parse and uploading it to FFlogs nowadays that you can do a lot of self improvement without having to have those real time numbers while you are playing.