In Brogue, I like to auto-explore the first level, as it's always very easy and not really dangerous and stop when I get to the second level, exploring it on my own from there on, as auto-explore doesn't pick up all the items, will sometimes not attack sleeping enemies (free XP!) and will not kill Bloaters from a distance (which as you all know, spells out your DOOM in capital letters).
Am I being too careful? How deep should I let it auto-explore? Should I even use auto-explore at all?