The answer is, "Yes, please!"
While it was a reasonable solution back in the cooperatively-multitasked world of 16-bit Windows where it was invented, the transition to 32-bit Windows was not a nice one for DDE. Specifically, the reliance on broadcasts to establish the initial DDE conversation means that unresponsive programs can jam up the entire DDE initiation process. The last shell interface to employ DDE was the communication with Program Manager to create program groups and items inside those groups. This was replaced with Explorer and the Start menu back in Windows 95. DDE has been dead as a shell interface for over ten years.
Of course, for backwards compatibility, the shell still supports DDE for older programs that choose to use it. You can still create icons on the Start menu via DDE and you can still register your documents to launch via DDE if you really want to, but if you take a pass on DDE you won't be missing anything.
On the other hand, even though there is no technological reason for you to use DDE, you still have to be mindful of whether your actions will interfere with other people who choose to: If you stop processing messages, you will clog up DDE initiation, among other things. It's like driving an automatic transmission instead of a manual transmission. There is no requirement (in the United States, at least) that you own a manual transmission or even know how to operate one. But you still have to know to ensure that your actions do not interfere with people who do have manual transmissions, such as watching out for cars waiting for the traffic light to change while pointed uphill.