No, NSW should not be equal to zero. because in spin polarized calculation you are going to find the magnetic solution of your system. For that you have to optimize the system completely. If you keep NSW=0 it will go only for one ionic iteration. Make sure that you set sufficient NSW value in the INCAR file.
But once you finish complete optimization by keeping higher NSW value, for band structure, DOS, Parcharge calculation and all you can set NSW = 0. Always check whether system prefers magnetic or non-magnetic solution also.