For me it depends on the type, voltage and size of the ECU battery.
I do not like to use voltage regulators (VRs). They introduce another potential failure mechanism.
If using a 3S LiFe I do not tap into it for other devices.
If using a 4000+ mah 2 cell LiPo for the ECU, I may tap into it, if the other device is HV capable.
If I am using a small (e.g. 2000 mah, 2S, LiPo) ECU battery, I do NOT tap into it for other uses.
If using two small LiPos for the RXer, I will tap into them (e.g. one for lights and the other for gear.) But then I have battery voltage indicators on the battery circuits that can be checked before every start.
If using large (4000+ mah 2S LiPo) I will tap into them same as the smaller LiPos but I typically do not worry much about checking their voltage until late in the day.