You should require your modules rather than letting the parser load them because ideally you want all of your modules loaded before the parser runs so that you can bundle all of your dependant modules into a layer file.
This means that you can create a layer with all of your common modules so that you don't need to have 100s of tiny .js requests hit your server, and instead you can load a bulkier one.
Also, if you have custom modules you should load all of the dependant widgets inside of the custom module instead of letting the parser detect.