If your network connection drops long running jobs keep running, no setup.
I do most of my work on our university cluster over SSH. I can close/shutdown my laptop at any time (or have my connection drop) and as soon as I SSH back into the server all my editors, shells, running jobs, etc. are exactly how I left them.
Oh, that's not quite what I meant. The question wasn't about whether I should use {screen,tmux} to open a shell; the question was whether I should use {tmux,etc.} to manage multiple shells in the same terminal window. As opposed to having multiple instances of them open in different windows.
I do most of my work on our university cluster over SSH. I can close/shutdown my laptop at any time (or have my connection drop) and as soon as I SSH back into the server all my editors, shells, running jobs, etc. are exactly how I left them.