Without fail. Always on the range ear protection and eye protection.
Once one of the guns did not close the action all the way, I eyeballed it and caught it in time before spouse fired. If she did, that stuff would have hurt her eyes or something else.
Always without exception. If in doubt, refer to rule number one:
Ear protection and Eye protection.
How did I learn? Giddy with new gun purchase and feeling oats, I fired Magnums through the 870 and heard hellsbells and phones for a month. Luckily things have quieted down...
In home defense it wont matter anyway one way or the other; even so, an effort is made to take a moment to grab the eyes and ear stuff.
We also wore protection when attending Living History Artillery shooting years ago. Those things, particularly the James and Parrots had a peircing voice when firing ammunition downrange. A day of that is enough and hard on the body besides sight, hearing and air quality breathing.
I should put up a video showing leftovers bouncing back towards the firing line from that yonder wall 100 yards away. That will be a testiment to eye safety.