Should always plug in laptop in power when in use?

Yes. Though I have not research this information, it is probable that the battery-charging process is not 100% efficient and that there is some loss of energy in the way. This loss would be the net difference of energy consumption between using your laptop on battery power and then recharging it, and using it on AC power.

However, in practice this might not reveal true when you consider the probability that your laptop has different power consumption settings for the two modes, so IF the energy efficiency gain from your "battery power saving" is superior to the inefficiency of the battery-charging process, the net result will be less energy-demanding when on battery power. Note that the same power saving settings used on battery power can be applied to AC mode.

The one thing that is sure is that you should always turn it off or at least put it on standby when NOT in use.