I'm a pretty big believer in the box. I do my best to make the box represent what my clearance is. Some anal retentive things I do in this regard:
1) If ATC gives me a clearance limit of a waypoint or VOR then I actually build a hold on the fix. First, that's what you're supposed to do if you actually hit your clearance limit, and second, it give me mid-recurrent practice entering holds. To date I don't think I've ever actually entered the hold in this scenario.
2) If ATC tells me to depart a fix on some heading I'll build a leg on that course. Say the instruction is to depart VHP on a 270 heading. I'll build a point in the box on VHP 270 radial at say 15 nm. That way if I forget at least the plane will turn all by its self to generally the right direction. I know a course and heading don't always line up, but it's closer than not turning at all and serves to remind me of my clearance.
3) many guys add the Airport to the end of an arrival (STAR). I always take these out. It's sort of a pet peeve of mine but if the arrival ends with a fix, or worse, a vector then adding the airport to the end negates that. Again, I want the box to always represent what we are expected to do.
Now with all that said, sometimes you do have to say 'screw it' and just fly the raw data. Just the other day we were flying from KAZO to KORD and ATC gave me a VOR radial to join 27L LOC. I was only a few miles from the VOR and didn't have time to program the box. So I just dialled up the VOR, switched to green needles and flew the raw data.
Although, once we were on our way I then programmed the box and when it was set up we switched back to white needles (FMS Laterial Nav).