Should I mix oldstyle and lining figures?

I love oldstyle numerals and have started using them in my design work.  What I'm wondering is:  If I have a heading or subheading or something that includes numbers, should I switch to lining figures for those?  I've heard lining figures are sort of the equivalent of capital letters (while the oldstyle ones are the equivalent of lower-case).  But I'm not sure I should mix them.  What's the usual practice for that?

Thanks, Phyllis