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My experience with holding runners is that you really need to do this almost always, no matter who is on base. This is not so much to prevent steals but to prevent the runner from easily picking up an extra base on a base hit. I have experimented with not holding the runner in some situations based on the assumption that it might keep the fielders in better position for ground balls to the left side of the infield, but it seems to have a very negative impact by allowing the baserunner to get extra bases. You'll start giving up runs in a hurry. It goes without saying that you will give up steals more readily as well, but bad base stealers don't get enough of a benefit to become all that effective.
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