I'm torn as to whether people should feel free to play devil's advocate in informal conversations. On the one hand, it subsidizes a more thorough marketplace of ideas, because there is an incentive for people to take the opposite viewpoint and get more face time. However, I become frustrated after I verbally dismantle someone (which is often mentally taxing), only to be informed that they were merely playing devil's advocate and didn't actually believe what they were saying.
Ultimately, context cannot be downplayed. If it is a legitimately controversial subject with informed and nuanced opinions on both sides, then I think that there is a place for one person to hold one position in the discussion. But if the conversation has been played out, or if the subject can be/has been decided via a quick internet search, then it is tedious. So,
OK to play Devil's Advocate: Pascal's Wager, abortion, Newcomb's Problem, the optimal balance of improving versus enjoying the world, interpretations of quantum physics, if you make it quite clear that you are playing DA and nobody objects, plus basically any morally interesting question.
Not OK to play Devil's Advocate: Non-materialism, whether LeBron James should be the MVP, situations where it is crucial to make a fast decision, personal objections to the scientific method, if you become emotional or do something else to indicate that you are not playing DA, plus any subject that somebody has proposed a bet on that you have declined.