Thats up to you to decide. The Backtrack Developers have designed BackTrack to be run using the root user. Myself personally, when I install BackTrack to a system to use as its main Operating System, I add a non privileged user and use that for my regular use of the system. When I run it from a USB stick or DVD, I run as root (even when I customise that DVD/USB).
The benefits of running as a non root user are that its more difficult to accidentally destroy your system using a mistyped command line entry, and malware, exploits or other attacks on your main account wont be able to gain as deep a foothold on your system. This is following the general good practice of "least privilege" . New users may find that running this way takes a bit of getting used to however - you need to understand when root privilege is required, and how to appropriately use it via tools such as su, sudo, kdesu, etc.
How do you do it? Search. There is a HowTo on the forum that covers this.