Maybe it depends on your ORM.

I use the Django ORM most of the time, and it is great for quick stuff.

Say I have to do a bulk update, with a few conditions thrown in. MySQL becomes too much hassle trying to parse the first digit out of a string ,and updating another field with that. A simple script using the Django ORM won't take long to do that and will be far easier than trying to work around MySQL's limited string functions.

On the other hand Django's ORM doesn't handle some pretty common cases (conditional aggregates are the first thing that comes to mind). Or complex joins on more than one field. I looks around, and there are ways of hacking these things into the ORM, but they really don't seem worth the bother, when you can use SQL for the query.