It all depends on the piece, how tightly it's packed, and how rough the smoke is.

In a good bong stuffed with dank Sativa and a glass screen, I pull as hard as I can; I won't suck any of the weed through, and I don't have to worry about coughing my lungs out.

If, however, it's shitty weed (or a really thick Indica) through a small dry piece with a big hole and no screen, obviously I'm going to pull a lot softer.