My DH always wears his, except for when he is flying (he is a pilot in the Air Force and they are not allowed to wear it while flying), and when he is lifting weights in our house. When he is flying he puts his ring on his watch band so it is always with him.
I take mine off in the shower because it gets so slick I am afraid that I will lose it, and when I put lotion on (I don't want it to get all junked up!).