In general, I would always recommend that your English teacher corrects your mistakes. It is a good way to know that you are making a mistake and ensure that you are improving. This, of course, depends on your level of English and if you are a beginner, it is more beneficial for the teacher not to correct everything because otherwise, the student will never be able to speak because of constant interruptions from the teacher.
Although Spanish speakers are generally very happy for their English teacher to correct their English mistakes they are, at the same time, very fearful of making mistakes in other contexts such as meetings or phone calls! This is a shame because the act of making mistakes is a very useful one and in many cases can dramatically accelerate the learning process.
Take the case of a student who doesn't worry that much about making mistakes. When that student makes a mistake in a working environment they are unlikely to make that mistake ever again and therefore have a high probability of improving significantly over a short period.
Students should change their perception of mistakes as "mistakes" and more as an opportunity to learn and never make the same error again!
Soy el director de Daniel Smith + Partners. Tengo más de 10 años de experiencia enseñando inglés a españoles.