You should always pronounce the "t" at the end of a word. In reality, many of us don't, especially when it comes before another "t" at the beginning of the next word. In fact, I just said "next word" out loud and I didn't pronounce the "t" properly. It sounded like "nex word". That is how I would say it in everyday speech, to my friends and family and in any normal situation. I would say it the same way in a conversation class. If I were teaching a formal class, I would pronounce the "t" properly.
As my parents always said "Don't do as I do. Do as I say."