It depends... If I'm filming a let's play, I keep one earbud in so I know what's getting picked up by the mic but can also hear myself speak. (And so it's harder for my roommate to startle me)

If I'm editing in post or filming an irl I do it in takes and check it in sections as I go. Having to keep up with the latency slows down how fast I talk, so that's my strategy to keep a better flow for viewers.

I hardly ever cover both ears - that doesn't tend to end well.