I do and don't. It depends on what kind of hunting i'm doing. If I'm going to still hunt in thick cover, I use the 30-30 or 7600 carbine w/open sights. If I'm going to post where I could get a 200-300 yard shot, I'll use one of my scoped rifles. I can aquire a target just as quick with a scope as I can with open sights, so I'm comfortable with either.
I used a scope for about 25 years, but for the last 5 years I've used peep sights. Now things are changing again. I'm going to scope my new 35 Whelen and I suspect that gun will get alot of use this fall.
I usually hunt in some pretty thick stuff and a scope has no advantage there, in fact it hinders carrying a rifle with one hand. I find a scope's big advantage is during low light conditions. There's been a number of times I've been out at first light and saw deer but couldn't see my sights well enough to shoot or couldn't tell if the deer had horns.
If you use a high powered rifle (anything more powerful than a 30-30) it only makes sense to use a scope, as you can not take full advantage of the cartridge. However, if you own a lever gun or an SKS, etc. Going with or without a scope is not a big deal, as the guns are only adequate out to 150yds.