Glade or no glade: What is the best way to use PyGtk?

I would say that it depends: if you find that using Glade you can build the apps you want or need to make than that's absolutely fine. If however you actually want to learn how GTK works or you have some non-standard UI requirements you will have to dig into GTK internals (which are not that complicated).

Personally I'm usually about 5 minutes into a rich client when I need some feature or customization that is simply impossible through a designer such as Glade or Stetic. Perhaps it's just me. Nevertheless it is still useful for me to bootstrap window design using a graphical tool.

My recommendation: if making rich clients using GTK is going to be a significant part of your job/hobby then learn GTK as well since you will need to write that code someday.

P.S. I personally find Stetic to be superior to Glade for design work, if a little bit more unstable.

Use GtkBuilder instead of Glade, it's integrated into Gtk itself instead of a separate library.

The main benefit of Glade is that it's much, much easier to create the interface. It's a bit more work to connect signal handlers, but I've never felt that matters much.

Glade is very useful for creating interfaces, it means you can easily change the GUI without doing much coding. You'll find that if you want to do anything useful (e.g. build a treeview) you will have to get familiar with various parts of the GTK documentation - in practice finding a good tutorial/examples.