Always, unless they specify a bare faced look.
As I work more as a pro-sub than as a 'traditional' escort, red lipstick is great because it smears well with smacks and tears.
I find any of the MAC colours (Ruby Woo and Russian Red, especially) work, with good matte coverage. Cherry lipliner if I want a bright red, and Moss liner if I want a more plummy colour. I top it with Lipcote and I'm game for a few hours. A hard throat fuck with a toy or tears/spit will move it, and I always bring extra because I often get asked to top up.
Bright red lipstick is favoured by me as it stands out well against my complexion.