That really depends. Many times in Puzzling magazines there will be a hint published near the back for some of the puzzles, as figuring out how to start them can be difficult. (One of the most common kinds of puzzles I see hints for are the crosswords where there are no clues or numbers, just a list of words of varying lengths, and you have to fill in the grid. The hint will typically be the first word in the top left-hand corner.) A lot of users emulate that here, by posting hints with their puzzle in the hopes that if you end up getting stuck, you have something to springboard you to the solution.
Often times, the puzzler goes overboard making a difficult/interesting puzzle, and it ends up being way off the mark in terms of being solvable. Hints are then added to the puzzle, which (sometimes) make it easier to solve.
At the end of the day, though, it's up to you. If you want to post a puzzle with hints, go for it. If you don't, then don't. It all depends on whether or not you specifically think that your puzzle will be augmented by the hints. (For the one in your link, I think the answer is clear that it was.)