No. It depends on your situation.
Indeed, often user defined exceptions are checked exceptions, because already so many suitable unchecked exceptions exist for simple programming errors.
However, it's not completely unthinkable that a client uses your code in a bad manner, and this exceptional situation is not fully covered by the standard unchecked exceptions provided by the Java API.
Or maybe the standard unchecked exceptions are too broad, and you need a more specific exception.
The only thing
you should consider when you define an exception is: "Should I allow the user to recover from this exception?". If yes, define a checked exception. If no, use an unchecked exception.