Tough question, it depends on your goals and playstyle. I did a full stock run, which let me max out everything but my neon sign, but it didn't make that much of a difference in my tournament performance. I had all my decos between level 40-60 when I started my run, after completing their upgrades I estimated that I gained around 500 more levels in tournament. Not much benefit, considering that it took me two months and I couldn't sell my company for daily quests.
I was able to keep an eye on my stocks for about 60 hours per week. If you don't have that kind of availability and all you care about is getting maxed, you can probably get there faster by setting up a macro to play for you.
Yes, if you start a stock run, you absolutely should max out every girl before you sell. You pick up TRILLIONS of stock from the last few hundred levels, the numbers get ridiculous at the very end.
That isn't cut 'n dried. Sharon macroed through in about the same amount of time I took with stocks, but didn't have to give the game attention nearly as frequently. On the other hand, I used my computer for work and playing other games throughout my stock run since it wasn't being monopolized by a macro.
I did get to upgrade my neon higher than Sharon's due to my stock run, but who cares? The tiny bit of additional prestige it gives me amounts to nothing, and I no longer care about getting more stocks.