Depends on your money really .I've self imposed limits before and still am because i'm trying to avoid tilt-depositing and chasing my losses .
Also I've found out in the time off , when I've reached my limit , I have time to study the game and improve my strategy .But after all , I guess people who set limits tend to know why they are doing so , maybe a tendency to be more of a degen...I know I have it at least , lol