To add to some already great answers, I wanted to add my thoughts on the subject. In short, the main line of logic that will run through all of my answer is that you should decide for yourself according to the things you are trying to get out of the game.
We participate in roleplaying games due to many different reasons. Some of us are there for the story, some of us are there for the fights and the killings, while others are there in order to simulate some kind of experience that they may have encountered or that they wanna see how it will roll. There are of course many other reasons to participate in those games. With that being said, cleared and acknowledged, let's go to answer your question, which is "When should a GM roll behind a GM screen. The answer is quite simple: you should or shouldn't roll in secret according to the things that drive you ("you" the GM and "you" the entire group) to play.
If for example, you're playing for the sake of the story and the drama, some of the rolls should be kept in secret so you'll be able to "adjust" them a "little" bit in order to create a greater sense of drama. Sometimes, that one just doesn't fit for the things that you've created together and they should destroy the story. Those you should avoid, and by not showing the players the number you can do it without them knowing. Those cases should be kept to the minimum, of course, as many a time the dice have a part in creating the story and the drama too. I f the bard at the tavern, who should be one of the better lute players in the realm, has a really bad day (rolled a 1) it can be the spark of a new story, an opportunity for the PCs to shine (their bard can surpass him and be called to the king and/or queen, for example). In short, it gives you the possibility to "adjust" the dice in order to serve a greater drama. This option should be carried carefully and with a great understanding of the price of such a way.
Sometimes you should roll in the open, too. If (to continue the example from above) the PCs are in a fight that carries no important role in carrying the sense of drama, rolling in the open will help you to create the sense of fairness. It can also, again, be the spark of a new story. Sometimes, it can serve as an excuse for a great defeat, as they saw what just happened, what just did that.
In games where you play for the sake of the** game**, for example, there is really no need to role behind the screen. After all, no one is playing for the story, and in games there might be some surprises. The great swordsman might miss the easiest opportunity to hit ever seen and even the lousiest commoner can sometimes hit (or even kill) the great hero.
So, to conclude all of that, think about what drives you and your group to play and based on that decide whether a roll should be made hidden or out in the cold.