This seems to depend a lot upon personality type, outlook on life and goals.
Generally, I would say just ballpark calories to give you an awareness, but don't stick to a rigid regime of a set number of calories per day, in order to avoid obsessive behaviour, plus a rigid regime is totally artificial and it is not in the spirit of primal to count exactly.
I believe it is valuable to ballpark to ensure that you are not eating a calorie deficit chronically. i.e. Ensure that you eat a clear surplus at least 1-2 days a week, to keep your metabolic rate up. I find it much easier to lose weight being in deficit 2-4 days a week than being in deficit chronically.
However, experience shows that as you get closer to your goal it is likely that you will have to get stricter about counting calories.
F 5 ft 3. HW: 196 lbs. Primal SW (May 2011): 182 lbs (42% BF)... W June '12: 160 lbs (29% BF) (UK size 12, US size 8). GW: ~24% BF - have ditched the scales til I fit into a pair of UK size 10 bootcut jeans. Currently aligning towards 'The Perfect Health Diet' having swapped some fat for potatoes.