Wearing sunglasses excessively is bad, however if you don't protect your eyes from UV it can contribute to long-term vision problems like cataracts and macular degeneration. It also depends on your eye color, if you have blue eyes you are more sensitive to UV and it can get painful to be out especially in snowy or areas with white surfaces. I speak from experience, I never really use sun glasses though unless it is simply too much that I can't see. 
Get yourself a pair like these lol