It's up to you, you can try to smoke every last bit, but personally, I can't stand the nasty taste and usually dump it out even if there is still a small amount of bud left. I hate when you take a hit and inhale ash...blehh!

The better you break up your bud before packing the bowl the more evenly it will burn, this will be your best bet and preventing large clumps to go unburnt at the bottom. Maybe look into getting a decent grinder too.