on hard mode you need to kill him every chance you get for the infinite bullet case, while you can outrun him he follows you almost everywhere. if you can kill him, do it. of course capcom thought it would be a good idea to make the majority of your nemesis encounters in extremely cramped narrow passageways. it's worth it in hardmode, deagle, western custom shotgun, and an infinite bullet case. of course if it's normal mode, you shouldn't ever have any problems... capcom tosses you everything you'll need for the entire game from the get go.