Turns and "the ball"

[Raven Morpheus]

This probably applies as much to all planes as it does the US planes but the ball seems to be a more common feature in US planes so I'll use those as an example...

Simple question -

In a turn should I be "stepping on the ball" the same as I should be when flying level?

I've seen vids on youtube that state you're not supposed to use rudder in a turn (or avoid it if possible)?

TIA