I don't know about everyone else, but I peg my weights almost all of the time. I like using the bobber stops to keep the weight from sliding up and down the line. I have tried the toothpicks, peg-its, Tru-Tungsten Smart Pegs, etc, but I like the bobber stops the most. I don't peg my weight 100% of the time because I think it's good to switch it up sometimes, especially when I am swimming a worm.
When I'm flipping and pitching, I peg every time. Paycheck Baits came out with a new product that has the same concept of the bobber stops, but also comes tapered to make them more weedless. They are called Punch Stops. It looks like it is also going to keep some of that slime build-up that sometimes collects on the bobber stop. I haven't used mine yet, but I will have them rigged up next time I get the chance.