Should I always ride on the designated bike path?
You seem to be assuming that roads are more dangerous than bike paths. This may be true in general, but is by no means always true.

As to the legal issue, be aware of the consequences of breaking the rules. In many places (like Chile, where I am), the cycling laws simply aren't enforced. 

Beyond that, do what works for you.

So the answer to your question: No, you should not always ride on the designated bike path.