absolutly. I think this is a big reason that a lot of MFKers like substrate-free tanks (I personally think it's just plain wrong).
Yes, you do have to work a little harder to keep it clean.
Yes, you can actually make the water conditions worse after cleaning if you don't do it right, or often enough.
Yes, it looks better.
Yes, you can do it with or without; it's your tank!
If you are not using the gravel vac everytime you do a WC, you should. If you already are, you should probably step up your WC schedule IMHO.