Should duplicates be downvoted as a punishment for not searching first, or is just closing enough?
I have several times asked a question that the "similar questions" search did not identify that I later found to be a duplicate of an existing question when someone pointed it out. I think, then, in the general case that a downvote is probably not appropriate because it is entirely possible that the user did search and did not find a question like their own in the list. The best solution is merely to close it with the reference to the existing question unless the question is bad in some other respect.
Downvotes are not meant to be used as punishment.
That being said, they are your votes, and you should use them as you see fit.
(Leaving a comment telling the user to search harder next time will probably be more helpful than a downvote.)
I usually don't vote on dupes. However, if it was something that really should have been found in a search, I might downvote. It's not so much a punishment as it is a way of saying "this post was a waste of time".
It's an easy mistake (posting duplicates). I confess to doing it myself more than once, despite having searched before. This is simply because each person uses a different vocabulary to describe the same thing. It happens.
To answer your question, I don't downvote for simple mistakes - I might if someone made a habit of it.
According to the text displayed if one hovers over the down vote option, down votes should be doled out if a question is,
Unclear or not useful. So, if, in your opinion a duplicate question is not useful (or unclear) then down vote away.
The only valid reason to downvote a dupe aside Jon B's answer would IMHO be to discourage answers, which may themselves be dupes of the duped question's answers or worse, turn out to be good answers the duped question itself did not have and will not be read by anyone not finding the dupe first.
However, downvotes for that reason should also be removed after dupeclosing because they only judged the fact of an already existing very similar question, but not the question's usefulness itself.
edit taking back that "dupe!"-downvote would be made easier if this feature-request was implemented.
A duplicate is the most obvious indication that no research effort has been made. So, absolutely, downvote away.