Ideally, you should run the computer with the case sides on (protection from the environment, to control EMI, to control noise and to control air flow). If you have to run the computer with the sides off because of heat problems, you really gotta take a good look at your cooling set up.
Do you have enough air movement through the case? Is the heat being removed from the case faster than it is being generated? Is your wiring interfering with the air flows? Do you have any deadspots where heat can build up? Are the air vent holes big enough to allow air to pass through easily?
If your case cooling is addressed properly, there should be no reason to run the system with the sides open. And using high speed, high output fans isn't always the solution...correct fan placement and careful routing of the cables and wires is usually enough to get good airflow and good heat removal from the case.
Cricket