It's recommended on copper ports as well. Here's an excerpt from the Cisco Catalyst best practices document.
The UDLD feature is intended to address these fault conditions on fiber and copper Ethernet interfaces:
* Monitor physical cabling configurations and shutdown any miswired ports as errdisable.
* Protect against uni-directional links. When a uni-directional link is detected, due to media or port/interface malfunction, the affected port is shut down as errdisable, and a corresponding syslog message generated.
* Furthermore, UDLD aggressive mode checks that a link that was previously deemed bidirectional does not lose connectivity during congestion and become unusable. UDLD performs ongoing connectivity tests across the link. The primary purpose of UDLD aggressive mode is to avoid the black holing of traffic in certain failed conditions.
HTH
Sundar