I've noticed that when I update my programming tools (packages) on Fedora using PackageKit, I will occasionally be told that I need to logout or reboot. Yet when using Yum (preferred), no such advice is present (to the best of my awareness). My rule of thumb is that if I see a tool or plugin (Eclipse) has an update, I will restart the tool. If it is a system component, like kde-base or panel, I will logout and if there is a new kernel installed that will be a reboot. Trouble is, it is just too onerous to be so aware when there are hundreds of packages involved in an update.
This also applies to apt-get on Ubuntu/Debian/etc. but not so much for Windows or Mac, I suspect.