I keep them out but thats just me .

Are all New Era caps fitted, and not that bullshit with the adjustable strap in the back?

Anyway, for me, it's simply impossible to tuck my ears into the cap.  So I guess you're asking if your ears should be hidden behind your long hair.  For that, it depends on the weather.  Caps are handy for holding your hair in one position or another.  Ears out for hot weather, and covered in cold weather.

Out, live free.

I keep them out myself. My right ear is usually visable (I have an industrial piercing so I tuck my hair behind my ear). My fringe on the left side usually covers most of ear though, but you can see the plug in it. 

Here's a picture of me wearing a hat for the sake of it:

Oh I forget to mention that New Era caps come in both fitted and snapbacks.