Saying you should shoot wide open is like saying you should always shoot at 1/250th of a second or always use ISO 400.
exactly.
You should always shoot at the aperture that gives the DoF required and desired, that might be f/16, f/4 or f/1.4 and anything between or even narrower.
One of the worst mistakes I see is people shooting everything wide open just because they can and get an effect they couldn't replicate on their P&S. There are times and places to shoot wide open, there are times and places to stop things right down, there are times and places where middle apertures (f/4.0-f/8) make the most sense. Pick the aperture to achieve the desired outcome.