I've ALWAYS played with a tracking card, and I've had great comps wherever I've played solely because of that. With no tracking I'd not have received half of the freebies and holidays I've had on the casinos.
That said, I was barred from the UK casinos because they knew who I was (over time)... but had no choice about using a card, as ALL uk casinos have a membership system of entry. No membership, no entry...
My recommendation: ALWAYS get a card, ALWAYS get rated. They're less likely to back off a regular customer than a one-off player that appears to be "very lucky"... it's a bigger decision for them.