Yes, utilitarianism should be used in the planning of countries' budgets as the philosophy of utilitarianism looks to bring the most happiness to the most people. Since country budget planners must think on a mass scale, a utilitarian outlook can best equip them to perform their task with the interests of the public in mind.
When making a budget, the primary goal of the government should be the happiness of the people. Doing anything other than this would be a waste of resources while people are suffering. In an ideal world, governments would serve no other purpose than to make their people happy and non-suffering.