If I use an antenna tuner? Yes, sometimes. Do I use the AGC OFF and the RF Gain/AF volume? Yes, sometimes. Having said this, believe me, both are not mandatory for operating a receiver. They may be both useful.
If you use a very mismatched antenna, the tuner although it is a passive device will be effective in delivering most of the energy in the receiver. If you use coax as a feedline, the closer the tuner is to the antenna, the better it is. An antenna tuner generally acts like a sort of high-pass filter. If your receiver suffers from overload, the tuner may be beneficial. Some will say to use attenuators and the RF Gain or maybe simply cut the antenna

. But in your case, your Alinco might have already good bandpass filters built in and you may not be even need an external box.
I really like using portables, Degen, Tecsun, Sangean and alike, and the main difference with tabletops is that portables often suffer from overload when an external antenna is connected. In this case a tuner helps, but a preselector does the job even better. I have modified a MFJ-956 (which is nothin' else that a selectable inductor and air variable capacitor in series) drastically improving the 'Q' (see
https://www.eham.net/reviews/review/155578) lowering the impedance of the filter adding two small transformers. Other more expensive MFJ preselectors use this trick as well. Having said I would first look for an antenna with a good Signal/Noise ratio, reasonably efficient and already reasonably well matched (SWR<2, where SWR shoud not be confused with efficiency). The tuner is more a detail, just like the RF Gain knob

.