YMMV, but I always carry one. I have to have what I want when I want it. Everything I carry in my purse is in my backpack. Plus my Nook because I don't ride the 'big' rides. I also have found that if we do a locker for our sweatshirts then I'm usually across the park when I get too hot or cold and want to take it off. I hate stretching them out by tying them around my waist. So I carry mine. Plus snacks and a water bottle. My camera/case. (Sometimes my big camera and lenses and stuff!) Shrug. It doesn't bother me. Not having my stuff would!
But maybe that's just me.
I feel like after years of going into the parks, that was my "ah-ha" moment when I started getting free water at the counter service places. It works out great for all of us!