When should I not kill -9 a process?

I am always very hesitant to run kill -9, but I see other admins do it almost routinely. I figure there is probably a sensible middle ground, so: When and why should kill -9 be used? When and why not? What should be tried before doing it? What kind of debugging a "hung" process could cause further problems?

[tmatsuu]

俺はSIGTERM(15)、SIGQUIT(3)、SIGKILL(9)の順でやってるなぁ。