Whether you pitch it or move together should depend on the protection you require, but different styles may need different clothing strategies. Climbing long pitches may involve long periods of time belaying and often some sort of overshell insulated jacket will be very useful. It is more efficient to put it on sooner rather than later when you are already beginning to feel cold. Moving together is obviously very different, with a consistant heat output and no stops.
On easier climbs and scrambles I often find myself short pitching and moving together. This reduces the amount of time spent on belay and means there's less time to get cold, so donning an Overshell isn't necessary. However, it may be useful to carry one in case short stops become longer ones. The leader may be best positioned to make that judgement call and shout down his advice. A shortish rope also makes communication so much easier.
(The photo doesn't show the shivering, as short pitching deteriorated into a long cold wait behind other teams on Dorsal Arete. The ropes were buried in snow by the time we move off.)
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