I have to go with the "not on my own character, but maybe on others" crowd. My reason for this is that if a character has a background, personality, story, etc. I like to see him evolve completely consistent with that, without my interference. I'm thinking about the companions in Fallout 1 & 2 for example. There is no manual option there, and I personally never missed it. On the other hand, when I'm playing two main characters, I wouldn't use the auto-leveling button for either.
I do like the idea that came up in previous posts, where you could have the game suggest development for certain archetypes. On the other hand, if the skills themselves are already subdivided in said categories, and, more importantly, stat contribution is clear, I would almost consider it as dumbing down the the game; I have the information that I need, and I have a brain. That should suffice. ;-)