You always want at least around 1000-1500 psi in them, except when being shipped. The pressure keeps the seals in the right position so they stay sealed.
Also, as long as you are in the safe operating range of the gun (people debate if that is 3000 psi or a little higher), there is no problem with long term storage at high pressure. Mine .22 (built in 2009) has been stored at between 3000 to 3200 psi since I got it, and everything is fine.
The only time I would not refill it to a fill charge would be if I knew I would not be getting back to it for many weeks - then I would just leave it at the low point after a shooting session without refilling, and then refill when I got back to it.