Seconding Topwater Elvis -- the Li-ion batteries we use today do not have the "memory" issues of the Ni-Cd and other types of rechargable batteries from days gone by. In fact, they
should not be discharged all the way; discharging a Li-ion battery too far can
permanently damage the battery. This is mostly just a problem with mechanical mods, since regulated devices (including eGo-style devices like your CF Sub-Ohm) will usually shut themselves down automatically when they detect the battery voltage has dropped below ~3.5 volts.
As soon as you start to notice any slight drop in performance, or even just whenever you think about it, go ahead and toss it back onto the charger. You won't harm the battery at all, in fact you'll actually be helping to keep it healthy. A charged battery is a happy battery*.
*(If you're not going to be using it for some time, it's recommended to store the battery at about 40-50% charge rather than a full 100%.)
EDIT:
When I get a new product, I use it until it dies completely. And then charge it for a good sesh the first time. I basically treat it like you are supposed to treat a phone or computer when you first get it.
Far as I know, the
only thing this does is calibrate the battery meter so it can show a more accurate representation of your remaining battery life. It doesn't do anything for the battery
itself, just its own ability to accurately read from it.