It all depends on how it is being used in a sentence. Here are some examples of how it is used with and without the article:
Without:
"If you're not sure, it is best not to say anything"
"I am at my best (or "feel my best") in the morning"
With:
"He is the best player on our team"
"The pool was the best part of the hotel"
"This is the best chicken I have ever eaten"
If you would like to try making some of your own examples like this to make sure you understand, please feel free to add a comment and I will reply to tell you if they are correct.