I think to add to what I've said already, less is better when you're not in a position of authority, yourself. Thing is when it involves a coworker breaking a rule that doesn't directly affect you, if they are not a close friend or confidant speaking to them about their behavior may be taken badly regardless of your intentions. So with those two things in mind, again it depends on the person in question that you have an issue with.

As an authority figure, lead, supervisor or manager, speaking to the rule breaker or insubordinate employee, etc... is your job.