It all depends on the type of bike you are working with, but my personal preference is that if you can do without the use of it, that is one less worry down the line. If your set up and installation allows you to cut the chain to the right length with minimal slack in the chain and to exclude the idler pulley from the set up, do it! That would simply be one less headache in the long run, and when your chain starts to stretch over time and use, that is when you can install the idler pulley to keep the chain tight. If you can do without the idler pulley, there is slightly less resistance (as the chain will no longer be rubbing on the idler wheel), and a little less maintenance in having to keep the pulley aligned and tight.