Consider the following: if you don't use the WIL and a communication problem starts. When the communication works again, the LUN's need to start replicating from the beginning since the Clariions don't know what was copied and what not. The WIL keeps track of that.
MY best practice is to use the WIL as much as possible, but if I have more LUNs to be replicatied, I enable the WIL only on the (very) large LUNs. The small ones are replicated very fast anyway.

Thanks for the advice.

What do you consider a big LUN?

That depends.
How big is your pipeline between the 2 arrays ? What's the load the source LUN can handle without disrupting production ?
In a 100% SAN attached environment (where the 2 arrays are conencted over 2 or 4Gb links) I'd say a few hundred GB can be considered big, but if you have 110 LUN's of which 100 are 2TB each and the remaining 10 are 250GB, the 250's are small. It's relative !
I would use WIL's on all LUN's unless you have too many LUN's. In that case simply make a choice which LUN's can be unprotected by a mirror for a while. It might be so that you have a 5TB LUN which is totally not important, so you could leave out the WIL there and you might have a 10GB LUN which should be protected AT ALL COST, I can't tell from here. It's up to you !

I guess another way to look at it. Is if I think the LUNS are important enough to Mirror, then I should turn on WIL. Thank you.