Going for Mate

Should you, in chess, go straight for mate aggressively or should you attempt to build a gradual increase in pressure against your opponents weaknesses? I understand that most times it depends on the position and counterplay available to your opponent, but in the rare occasion you have a choice, should you play it safe or go all out? 

The goal is to develop your pieces and control the center and if the center is closed control the wings. Play until you find an exploitable weakness. Then go after that weakness. You can go for mate, but only when it arises. Studying books, watching strong players mate, and YouTube videos can help. YouTube has some of the best and quickest material I've seen compared to books. The Art of Checkmate though shows several mating attacks and mating positions and gives the conditions for mate. It is an easy read and worth every penny. They even have puzzles at the end of some of their sections.