Only when the off state leakage is too high to bear. SOI is best used for 90nm and below for large designs as the power dissipation in standard CMOS approaches the need for one nucear power plant per processor. Intel is beginning to realise this while AMD is already using SOI (I think).
Also if you need really low power CMOS then SOI is an option. But it is more expensive than CMOS and also, since the bulk of the transistors are isolated by Silicon Dioxide (from the substrate) heat and hot electron dissipation to the bulk can be a problem.