Ben-
I have run tanks with them and without them. I have always been more successful with a refugium attached, even if it's small.
The goal with my system is to have multiple zones. I believe if I can replicate an actual reef in a small way I think I can be even more sucsessful than those tanks I've had with only macro algae. So with that said, I will have a DSB, Macro, Medium flow Sponge/Tunicate, and Slow flow Sponge/Tunicate (aka Steve Tyree). I will be putting Fiji Tatoka rock in the sponge fuges and then seeding them with Tyree's seed rocks. As you can see I have blacked out three of the fuges from light so that algaes will be discouraged. I also put ball valves on the returns so that I could tune each system or disconnect it if I think it affecting the system in an ill fashion.
I also put the fuge drain down stream of the skimmer in an effort to get the zooplankton into my display system. Oh, and each refugium is apprx. 55 gallons.