When I am modeling, and I need to put two (or more) objects together, should I attach them or just group them?

Example: When modeling a building, should I attach the parts of the building, (walls, windows, doors, glass, everything), of should I just put them close enough together to fool the viewer and then group them.

My instinct tells me I should attach the parts like in a real world wooden model, but my common since tells me it’s a waste of time. I am of course, talking of using Attach tools to put objects together to form one object.

I don't really see what difference it makes when modeling a building or a car or anything large and complex. If you group them, they are stuck together. But, it does seem like a cheat.

Kori