OneBrightGator:
Never.
During whatever course you're taking your instructor should prepare you (and you should be prepared) to make any dives for the course in advance. For example, all the principles that apply in deep diving apply in shallow dives too, so you should never need to dive beyond your training.
I don't think the original question related only to dives during courses.
I also think it's interesting how many people think that depth is a measure of training level.
I have seen just as many stress situations in shallow diving.
For example, a couple of weeks ago we were diving in what can only be described as ideal circumstances. Flat calm, the sea seemed to be covered in oil, no wind, no current, good vis about 15m, max depth 15m but lots of life at 7m and a mixed group of newbies and experienced divers. There was a small inflatable auxiliary with a 3.3HP outboard to pick up anybody that surfaced too far from the boat and wanted a lift back.
At the end of the dive everything changed in less than 5 minutes. A cold front that was only due that evening according to the forecast came in early and with unexpected intensity.
Literally in a just a few minutes we had current, rough seas, howling wind, poor vis, a dive boat with a dragging anchor and an inflatable that was now underpowered and incapable of making headway in the breaking seas.
The next couple of hours were a lesson that few in the group will forget.
Just getting the divers back on board and then battling back to shore gave many in the group a new perspective on diving and what's involved.
That's experience and there's no substitute. Training gives you a basis to take decisions but you can only apply your training if you keep a cool head and don't panic.