Yes, if you are using SSL sitewide, then I definitely recommend enabling HSTS.
HSTS is an important security measure to defeat man-in-the-middle attacks that shift the user over to http and then attack the user. For instance, sslstrip is a well-known tool to mount such an attack. For more details on this sort of attack, see the following questions:
How to thwart sslstrip attack?,
Options when defending against SSLstrip?,
and this answer.
For instance, let's say your site is
www.example.com and you have a page
https://www.example.com/library.js). I recommend that you load it via a HTTPS URL (e.g.,
P.S. I also recommend that you set the
secure flag on all cookies you use.