Originally posted by TheBoot:

Early on you'll probably want to destroy these so you don't have to deal with constant Greydwarf attacks. Later on, you're going to want to keep a few of these around and farm them for stuff. Specifically, resin. Once you start building big and have a lot of torches to feed, you're gonna need a lot of the stuff.

Once you have a good supply of bronze you can switch to the sconces to save on resin. (They hold more and burn much longer). You'll still need graydwarf eyes to make portals and for Eye scream.