On most fixtures (5 out of 6 CF fixtures) I don't feel it's necessary. One of my light fixtures doesn't hold the bulb securely so I use the bands with that fixture. When I first got my lights I thought the bands were just a type of shipping packaging and tossed them. When I realized my mistake over a year later I decided they weren't necessary.
I have found with some fixtures that if you switch to a different bulb it'll be a different (smaller) diameter and not fit well, you might want the bands then. However I have also found that with the Coralife bands they get very brittle after a year, and whenever you change the bulbs you'll need new bands. So, if they get brittle like that, I wonder how much good they really do in the long term anyhow? If I needed something like that, I just started cutting a piece of 18 gauge wire and twisting it around.