It's baffling to me how much the role of HR is misunderstand and often misrepresented here. So here goes:

**HR is not your friend, but they are not your enemy either. They are just doing their job as required by their role. They can be very useful if used in the right context** 

HR's primary job is to prevent the company from getting sued. They make sure clear company polices exist, that these policies and local labor laws are followed, and manage cases where laws or policies unclear or broken. In doing so they protect the company from exposure to bad PR, legal action, massive internal fights, etc. 

It's not their primary job to make you happy, feel good, improve job satisfactions or give you back rubs although most HR departments will engage some "employee satisfaction" activities. 

Once you you understand this, it's easy to decide when and how to engage HR. If anything that happens violates a policy or law, HR will indeed be your friend. Make sure that you have a really thorough and clean documentation of what exactly happened when, where, how, who that's fact based and emotion free and then head over to HR. Good documentation is a trigger point for HR since this its primary evidence that works great in court. This would cover things like discrimination, harassment, bullying, payments not issued or wrong, abusive behavior, etc.

If your problem is more related to the actual work: performance, tools, expectations, goals, management style, hours, etc. HR will stay out of it (unless it's so bad that it violates an existing policy). That's your manager's job, not theirs.

**So to sum it up**: you should definitely contact HR if there is suspicion and/or evidence that existing companies or policies and or laws are violated.  Otherwise, you shouldn't.