Off if possible, but on if needed.
Whichever sounds better in your rig on particular recordings.
If you leave it off and it is needed, your amps power gets used up producing low frequency noise leaving little for the music,which can be a precarious situation in regards to sound quality at best and potential damage to speakers at worst.
If you find it to be a significant problem on a consistent basis, you can eliminate or at least reduce the problem by tweaking the phono rig configuration (cart and tonearm matching) to change the resonance frequency, but that is a more significant undertaking that requires some expertise up front.
Better physical isolation of the table from the sonic energy transmitted from the speakers via the air and floor can also help. For example, if the turntable is sitting high up on a less rigid platform, like the top of a cabinet in a room that is on an upper level of a dwelling rather than sitting on the solid concrete foundation, move it lower to the floor on a rigid, solid platform and away from the direct line of fire of the speakers.
