Like the above posts...most are benefitial, but some may be preditorial. I have had a recent 'boom' in popluation in my tank. They can get annoying and out of control if you are not carefull. I have witnessed a tank that had a population explosion with thousands and thousands in there....it was an insane sight to see!!!
Personally, I have been picking them out if they are easily assessible during feedings or water changes or if I see one crawling on a coral. Most just seem to clean the algae off the rocks and glass.