I've done one brew without a secondary. When we went to bottle the trub was so deep that the siphon siphoned out about six cups of trub before we got any beer at all. For that reason alone, I will always go secondary from now on.
Up next: Big Brew Off competition between me and Kaptain Karma as one team, and my two roommates as another--We'll be brewing Pale Ales with specifications on malts, hops, and total yeild to see who's version is better (and to end up with ten total gallons of great beer).
Also up soon: Belgian Dubbel
Primary: Grampa's Woodshed Apple Smoked Porter
Secondary: Zombiefoot California Common, Chocolate Strong Porter
Drinking: Seamus O'Drunkagan Irish Red, Humble Pie Imperial Stout, Capricorn IPA