I don't, but I get enough eggs for us without it, and from reading on here, feel there is no problem in increasing their daylight hours, as long as it is turned off so they get dark hours to sleep.  Personally I would add it in the AM if I did, because I don't like the idea of their being in the dark suddenly.  However, others say it works out fine, they seem to know when to go to roost at night.  I don't heat them and would not if I lived up north.  I do keep a heat lamp over the waterer on bad nights, though, really for my convenience.