When to use thermal relief and when not to
So a thermal relief is useful for hand soldering but in automated assembly like those top parts it can help prevent tombstoning.  That's where one side of the smd liquified first and the surface tension causes it to stick straight up in the air :)

My advice would be to use it in circuits or applications that do not need a solid connection to the plane for either the lowest possible impedance or a large current carrying capability.

For regulators I'd follow the mfg guidelines in the datasheet, and you may find rf applications that want direct connection as well.  But for everyday parts like say pull-ups etc if go thermal relief.