You'll need to decide on a case by case basis. Many datasets I work with are being generated by machines, come from network cards etc. - these are quite consist

You'll need to decide on a case by case basis. Many datasets I work with are being generated by machines, come from network cards etc. - these are quite consistent. Occasionally I deal with datasets prepare by humans and these are mediocre at best, and in these cases I spend a lot of time cleaning them up. Once it's done, I can clearly see if there are some columns can be stored in a more efficient way, or not. If the dataset is large, I do it, because it gives me extra freedom if I can fit everything in RAM. If it's small, I don't bother, my time is more expensive than potential gains.