I use them interchangeably. Usually, I will use BCE, CE when I am writing an academic paper, due to the religion-neutral nature of it (and because as a practicing Christian, I am wary of anti-Christian bias in academia that I am aware of via stories from friends, though it has not yet affected me in a way I have perceived). I generally use BC/AD in lay life, because that's what most people are familiar with, and they are not offended by the religion aspect of it, and most of them don't really even think about the religion aspect of it. If I pick one or the other, I try to be consistent across the whole piece, and not switch back and forth.

I don't think it's more important to use one over the other. I think it's considered good form to use BCE/CE in the academic world. But you won't get anyone criticizing you for using the other one unless they already find fault with your work. BCE/CE is now the standard in most scholarly work that I have read, but I do often find exceptions.

Tbh, I don't think it matters too much.