If that's what you like, that's fine. But if you are getting a lot of algae, odds are your nitrates and phosphates are high (as they fuel algae growth), and that can be harmful to your livestock.
Coraline? If so, I am the same way. Its all over the back and overflow as well as my power heads. I don't attempt to clean it. When I clean my power heads I make sure its not blocking the intake slits and I do get it all off of the impeller. Other than that, I let it be.