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There is no real "should" on this one, IMO. 'Sup to you.
Read up on the subject and decide what seems most sensible in your particular situation. I would say it would be more worth considering if your flock has no good dry dusty dusting spot available AND are exposed to wild birds (or the ground that wild birds have been on -- when I had hens in a tractor, they'd get mites after a big flock of starlings would come through the yard
). If they are free-range but can dustbathe in your gravel driveway or a sandy wallow, or if they have a nice roofed run in which they've dug themselves a usually-dry dusting hole, it is probably less of a big deal.
I am not aware of any studies (as opposed to personal anecdote) that show DE to be an effective mite preventative (I have no idea whether any such studies have ever been DONE, prollly not I would bet); I get the impression from my own chickens that it does help*, but would by no means swear to it. I have had zero luck treating significant infestations on the birds with DE (the kind where you end up with mites crawling on your arm after holding a chicken, or look at their vent area at night on the roost with a flashlight and go eeeuuwww!) but it is possible others have had better luck, I dunno.
(*-used in cracks and crevices around roost and floor and walls, in modest amounts, *under* the bedding. Perhaps I am overcautious because I have slightly iffy lungs that do not do well with dusty environments of any sort, but the idea of taking an already-basically-somewhat-dusty chicken coop and strewing a bunch MORE dust gaily around where it gets into the air on a regular basis just does not seem wise to me from a health standpoint)
As far as using DE vs smell and flies... quite bluntly I think that except in a really intractably wet climate, or for a very brief "blip" that is not a recurring situation, a person having bad problems with smell and flies should probably be either investing a lot more work into engineering their run so it stays drier (see 'muddy run' page in .sig below); replacing any organic material such as mulch or straw in the run with something inorganic and free-draining such as coarse sand or fine gravel; putting more work into sanitation; or keeping fewer chickens in the available space. I know many people don't agree with me about this, especially the last part, but, ya know.
In my run, I would guess that an awful lot of the bugs the chickens eat are coming from elsewhere rather than having been resident for a significant time in the run, in which case I do not see DE as being likely to have a big effect on the snack population. If you have a very large run this is probably not so true, but then if you have a very large run you probably weren't going to use DE in it anyhow. If you compost in your run (actually I sort of do, during the growing season) then it would probably be a bad idea to add much DE... a roof and other measures to keep the run DRY would be a better (albeit more expensive and laborious) solution.
JMHO, good luck, have fun,
Pat