Short answer: Always.
Long answer: Always. That’s what they are there for. They’re optimized for use with STL containers, and they’re faster, clearer, and more idiomatic than anything you can write yourself. The only situation you should consider rolling your own is if you can articulate a very specific, mission-critical need that the STL algorithms don’t satisfy.
Edited to add: (Okay, so not really really always, but if you have to ask whether you should use STL, the answer is “yes”.)