There's only 2 times you'll want/need to install gapps:

 1. On the initial install of CyanogenMod ROM (or pretty much any custom ROM that doesn't have gapps integrated). Since CM nightlies are the ROM only you only need to install it once, Every subsequent install of a nightly only overwrites the ROM contents and doesn't touch gapps.
 2. When you know there's an updated gapps package. The gapps package itself is updated from time to time and you'll usually want the most recent version installed. 

To be clear, all official CyanogenMod ROMs are the ROM ONLY with all Google apps stripped out (hence having to install gapps seperately). This was due to a Cease & Desist order from Google to Cyanogen back in 2009 to remove Google apps from his ROMs...CM ROMs have been sans gapps since.