Usually. Conventional wisdom is that the plating process makes them brittle and that leads to cracks and splits. It makes them harder to resize. Sometimes the nickel flakes off and can imbed itself in your sizing die, leading to scratching the rest of your cases.
That said, I have some Remington .38Spl cases that often do not survive the second firing. Conversely, I have some Speer .44Mag cases that have been used countless times, to the point that the nickel is actually worn off from tumbling. I have also had to send a carbide sizing die back to RCBS because some nickel flaked off and imbedded itself in the carbide ring.
I would suggest using them sparingly. They are particularly useful where they will be inserted in the loops of a leather cartridge belt. IMHO, unplated brass is best for most purposes.