Do you always convert them? When you make a fear, insainty check and other skill checks and all that? Any time you don't convert them?

I believe you always convert them.

I guess you can have condition, magical, location and other effects which ignore stance or treat stance as less than it really is, but generally always convert them.

Stance dices are better than stat dice anyway, so you WANT to convert them.

Per page 40 of the rulebook:

"Before rolling the dice pool, the player converts some of his blue
characteristic dice into stance dice. This step is not optional – the
player must convert a number of blue dice into a number of stance
dice based on his depth on the character’s stance meter. This is
generally in the player’s best interests, as the stance dice tend to
have better results than the blue characteristic dice."

Emphasis mine.

Thanks everyone. I know the stance dice are better. I wanted to make sure I was doing it right. I just got the game last week. Still getting used to rules.

Ken on Cape said:

Technically the stance dice aren't automatically better - they do have a higher success rate, but they come at the cost or exertion/delays being rolled. Which is why it may not be all that wise to be 4-deep in a stance, particularly reckless...