Personally I like the mechanical filtration effects of having some kind of foam or floss somewhere in the system. The nitrate factory school of thought is rather knee jerk, as it takes some time for mechanical media to really begin to colonize. And, really, if you wait so long to do something as simple as clean a filter pad, the chances are good that your lack of enthusiasm will result in many other problems.
If your tank isn't cloudy and you rarely see any debris, don't bother. Sumps are great for settling out debris on their own without any media. However, if you end up with a lot of crap in the water, it's invaluable to be able to remove it from circulation (pun intended).
And if you don't want any media that is a pain to clean (like big sheets of foam), consider the Quick Filters that Hagen makes. They snap directly onto the Aquaclear powerheads (and can adapt to other brand with ease, I'm sure) and are a fine poly filter pad that pulls almost everything out. I have one that I move around for when my planted tank has a little crap floating around or if my reef starts to get a little debris kicked up from a moved powerhead.
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