I'm building a plugin for WP that use AJAX functionality. I define 'wp_ajax_my_action' and it works good. Should I handle 'wp_ajax_nopriv' if I do not need access for non 'authenticated' users. This AJAX should work only in the admin side.
If the AJAX action is only necessary for logged in users then you don't need the wp_ajax_nopriv_{action} hook.
Its no point using wp_ajax_nopriv because non-privileged users are already far from reach of that code. wp_ajax_nopriv is intended for front side of the site.