Gas fireplace burning wood, leave gas on or turn off after awhile?

we are new homeowners and very new to gas and fireplaces in general. we have figured out how to light the flame below the wood grate holder with the key that controls the size of the flame. once we get a good fire going by turning the key up higher, do we turn off the flame (gas) completely? it seems like its using a lot of gas on high but gets a good fire going