Like ddawn said, it's a personal choice. I don't use any extra lights because I prefer the girls to stay on a more natural schedule and because it can be a fire risk. Done carfully and correctly the fire risk is quite minimal, but for me it would require running extention cords to the coop and I'd rather not.
I'm going to run a cord this winter for a heated water base when it's below freezing this winter since I went back to work and won't be able to haul water out there a few times a day anymore, but there's no exposed bulb in the base so hopefully it will be ok.
Where abouts do you live? Here in the pnw I still get eggs in the winter (though not as many) without the extra light, but if you're farther north where the daylight hours are very minimal you probably won't get any if you don't add the light. There are lots of variable that go into the decision--I have lots of chickens so even with the slow-down there are plenty of eggs for my family, just not as many to sell. If you live in an urban area and only have 4-6 hens (or just choose to keep a smaller flock) not adding light could mean buying eggs at the store (YUCK!!) so that could be a factor for you where it's not for me....Not really any right or wrong on this one, just what works/feels best for you.