No...OOP is not always the best approach.
(A true) OOP design is the best approach when your problem can best be modeled as a set of objects that can accomplish your goals by communicating/using one another.
Good question...but I'm guessing Scientific/Analytic applications are probably the best example. The majority of their problems can best be approached by functional programming rather than object oriented programming.
...that being said, let the flaming begin. I'm sure there are holes and I'd love to learn why.
