Yes, it is definitely a best practise to use one VLAN within the "roaming/coverage domain". Clients will get "confused" if they roam to another VLAN. They will not renew their DHCP lease on each roam (only after a while when they detect there is no IP connectivity).
Using multiple VLAN's is also inefficient in regards of IP-planning. Roaming users will use multiple DHCP leases when roaming from VLAN A to VLAN B.
If you are using a controller-based solution you can also tunnel traffic back to the controller so you will not need to stretch the user-VLAN to the AP's.
As your user-VLAN for wireless grows make sure you enable broadcast-filtering. Broadcast packets are sent at the lowest possible 802.11 data-rate, ending up using a lot of airtime in large-scale deployments.