Q u o t e: Generally it's a good idea to build your base compact, so yes, clustering your depots and such is a good idea. The reason you do this is so that your base is easier to defend. There are a few reasons this is true:
* If you have buildings spread out all over, then it's easier for opponents to harass whatever buildings are on the outskirts.
* If you build static defenses (e.g. turrets), those will cover more of your buildings if you build compact.
* You can use your buildings to create natural chokes or even walls, particularly against melee units. This makes it more difficult for an invading force to get into your mineral line to kill your workers.
It's true that clumping buildings makes them more vulnerable to area-of-attack. But there isn't so much area of attack that it should worry you (nukes, siege tanks,EMP being a few I guess). BTW: This is a stark contrast to games like C&C:Generals where bases are built very spread apart with lots of space between because area of attack is a big part of that game.
This, except don't just clump them randomly. A very precise pattern made by the buildings can mean the difference between a win and a loss at a high level of gameplay or sometimes even in a normal b.net match.