I am just doing a wiring job on a summer house and I have put it all in conduit.
My reasons are it is less likely to be damaged, looks better and more professional.
The simple act of resting a pair of step ladders against an unprotected cable could in time wear through the sheathing and damage the cable.
From experiance I have seen cables being used as a tool rack ie a convenient hooking point for hanging your hammer off.
Again, like other posters have said its all down to the risk assesment if no damage is likely to occur then surface clip it, if you think it will be subject to any form of abuse put it in conduit or trunking.