it all depends
sometimes i mix in, sometimes i dont
it doesnt really matter
if im playing after a 130bpm house dj, as if im going to mix out!
if im playing after another techno dj, 95% of the time i mix out of their record
if im playing after dnb...no way im mixing out....
if im playing after a breaks dj i usually mix out....its funny alot of people are impressed when you mix techno and breaks together, hahaha
if im playing after someone and they request that the whole record gets played, im usually nice enough to let it end
sometimes i want to play a track with a kick ass intro, so be it, i'll start fresh
its really up to you, i dont think there are any do's or don'ts, just use your perspective