Always. It takes new gun owners a while to get used to carrying with a round chambered, but most eventually do. After you shoot them enough, you become comfortable enough with them that the idea of having a round chambered is comforting and not having a round chambered makes you feel needlessly vulnerable.
Yes, in a good retention holster. I don't care what you carry, DA/SA, safe action, thumb safety, whatever... If you carry with one in the pipe (like I do with my Glocks) then you need a good retention holster.
If you carry with an empty chamber, I would encourage you to test that method in FoF scenarios. Please report back to us on how that works out for you. I will wait for your reports.
I didn't at first, but after enough practice I became confident enough to do so. Of course...make sure you have a quality well maintained firearm AND holster, otherwise it's nothing but a time bomb.
Wouldn't it suck to need your weapon and its not chambered. One hand is all you have free to rack the slide... when you could have pulled a loaded gun to "point and shoot".