I sometimes do a secondary, but not always. For an average beer, I'll do 1.5-2 weeks primary and 2-3 weeks secondary.
I find it's a good way to age the beer off of the yeast cake, and it reduces the amount of sediment in my final product so I end up with a clearer product. The aging is less important if you have a lower gravity beer.
That being said, I've also bottled directly after primary (after checking with the hydrometer) and it turned out just fine.
"A fine beer may be judged with only one sip, but it's better to be thoroughly sure."