Not coming off is a big decission to make. For 99% of people who are not at the national level or under 35 yrs old, I would strongly discourage it. For older guys, who want to get their labs done, I see less of a reason not to, as they are probably done having kids and at the acceptable age for HRT anyway. Once you've been on for awhile, you'll probably never totally recover and need to go through some serious effort, if you ever want to try to have children.
A lot of newer guys do a few cycles and think wow, I gain 12 lbs a cycle. If I stay on, I'll keep gaining 12 lbs every 10 wks. It doesn't work that way. After 10-16 wk, your gains will slow. It will take more and more to continue to evoke a response and even then, you won't be making great gains. People who don't come off, will blast gear at a cycle dose for a period, say 8-12 wks, and then lower it down to HRT dosing, 100-200mg wk, for an equal period of time, so their body can take a break and reset itself, in order to prepare to grow again. Even with this method, don't expect to make the same kind of gains you make my going off and then on again. What was once 12-15 lbs gains, will be more likely to turn into 6-7 lb gains, then 5 or 4 lb gains. What I'm saying is, it isnt what it's cracked up to me. Not to mention, you will put yourself at greater risk for health concerns. If you decide to blast and cruise, it is imperative to get your labs done on a very regular basis. I would have blood work done every 3 months, to check your liver, kidney function, and heart.