I'd say it depends entirely on what unit you're attacking, what attacks it has, and your goal at the gym.
I think it's always beneficial to dodge if you're attacking a unit with hard hitting basic attacks, like Exeggutor. However, I sometimes don't dodge weak attacks, like Vaporeon's water gun.
However, when dodging regularly, you can get into a rhythm, that makes it easy. But just trying to dodge charge attacks can sometimes be difficult, especially if there's lag, so you might not see the animation/text soon enough.
It also depends on what charge attack the opponent has. Sometimes I've found by not dodging basics, maybe I can kill the opponent before it manages a powerful charge attack.
In general though, I'd say dodging everything is the best way to minimize damage. Successfully dodging reduces incoming damage by 75%. So unless you think by NOT dodging you can kill the opponent WAY faster, it's going to be 'better' to dodge. Remember, each attack you don't dodge does the same damage to you as four attacks from the opponent that you DID dodge.
Of course, this is all irrelevant if it's an easy win, you don't care about conserving health potions, and you just want to kill the opponent ASAP...
