I honestly cant see the point unless youre using iso headphones and are trying to get the sound level in your ears down to a safer level.
It is quite interesting how different the sound is when running through mics and a mixer. I personally enjoy having the setup with the ability to record at any time.
If you're interested, my setup includes:
Audix D1 snare (picks up the hi-hat well too)
Audix D6 bass (on a gooseneck stand)
3 Audix ADX-90 (they're mounted on the toms but pick up my cymbals very well)
Occasionally I set up a generic condenser for an overhead, but I find that it generally sounds better if I just let the ADX-90s pick up cymbals.
I run all of these through a Behringer MXB1002 (Mixer) and then to my Boss BR-1180 (Digital Recording Studio) via an RCA cable.
I am very gald that I invested in all of this equipment and would recommend it if you can allocate the resources.
~PhReAkYe