I have never torqued them before on several vehicles that I do tune ups on. I just apply a bit of anti-seize lube and get them "snug" and everything seems to work fine. Should I be using a torque wrench to ensure they are properly installed?
Ideally anything that has a torque value should be torqued to that value.
With spark plugs the concern is not normally getting them tight enough, but instead to prevent over-tightening. Stripping the threads on a spark plug is not good. With that said, personally, I get them "snug" just as you describe.
For the lower torque values, the general consensus that I've come across working on cars with club members having experience far beyond my own is just do it by hand.
On most items, you don't need to get it to the exact torque, you just need to know how hard to crank on it.
If something has a 15-20 lb ft rating just get it snug, if it is 30-40 lb ft, give it a little more effort.
As @jzd mentioned, that is more so you know not to put a lot of force onto the bolt and risk causing damage.
On components with higher torque value ratings, you want to torque them to spec to make sure you've applied enough force. Such as yesterday when I was putting my crank bolt back in, I used my wrench set at 94 lb ft as the spec was 90-98.
Personally, "mag" wheels and spark plugs are two of the places I've always religiously used a torque wrench. Mostly this has been on older engines, manufactured in the '80s, but my experience has been that the spark plugs have crush washers on them. If you don't get up to the right torque, those washers won't form a good seal (which may explain why Dude318is sees the torque on the plug).
However, as jzd says, anything with a torque value specified should get torqued to that value.
The reason I'm so religious about spark plugs is that they need to be tight enough to get a good seal with the washer, but not so tight that you mangle the threads.
On my RX-7 in particular, I could definitely feel the washer crushing, where it would get harder to torque up to a point, then the washer would "give" and it would get easier for about an eighth of a revolution and then I'd reach the specified torque.