That's the question a lot of cooks face before rendering chicken bones, backs, and wing tips into stock. The answer, say Chowhounds, comes down to two factors: personal preference, plus what you plan to use the stock for.
Stock made from roasted bones (also known as brown stock—you start by putting both bones and aromatic vegetables in a hot oven until they're golden brown and sizzling) has a darker color and deeper flavor than one made from bones in their natural state, tastesgoodwhatisit says. Stock made from raw bones has a "cleaner, purer" taste, ipsedixit notes, and its delicate flavor makes it perfect for dishes where you want the stock to have a neutral profile: risotto, some sauces, soups like asparagus where you want the vegetables to shine.
Photo of CHOW's Basic Chicken Stock by Chris Rochelle / CHOW.com