Roaming where?
If you're gonna be in the US, then I would keep it on. I don't think Sprint will charge you for voice roaming in the US but you should check with them. I don't have Sprint, so yeah. But that's what I imagine. Same thing with data, as long as your in the US I don't think they'll charge you. I bet they'll only give you 1xRTT speeds though, which is fairly useless. But check with your carrier if they'll charge you!!
Roaming outside of the US?
They will charge you for sure. Should you turn it off? We don't know ... do you need cellular service in foreign countries? Do you mind paying their outrageous fees? Up to you to decide.
I'm on AT&T. I only see a data roaming option but I turned it off because I get service everywhere, so I know I won't need to roam. Just to be safe because I don't want any surprises on my bill (even though I know it's nearly impossible unless I knowingly use my phone in a different country). Sprint coverage is more spotty than AT&T though so if I had Sprint I'd leave it on.