I wear a belt, but not too tight.
The other posts are right in that your muscles should provide the support but really you don't want to develop the core muscles in that way. Its sometimes possible to spot guys in the gym who don't wear a belt when squatting.... they have a massive core, pretty ugly. I wear one just so that my core doesn't have to work too hard and doesn't develop more than I'd like.
Thats not always true, I squat and dead without a belt, squat 450lbs for reps and deadlift 550 for 5's, and my waist is still small, under 30" last time I dieted down
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