If I'm playing a riff that's a fast scale, should I keep my index finger held down on the string I'm playing on even if I'm not playing the note my index finger is holding so that when I do eventually play that note, my index finger will already be there to play it?
You wont get as clear of a note more than likely.

You can keep your entire hand in the same position and kind of ghost the index over the string.

But really it comes down to personal preference and whats comfortable.