I prefer chicken without water so I can cook at higher temps for crispier skin. Otherwise, it depends on the smoker and the amount of meat in it. A big unit with lots of meat has enough thermal mass and moisture from the meat. A small smoker can benefit from the control and moisture the water pan gives.
Not saying I'm right and everybody else is wrong. Just works for me
Brinkman water smokers (elec and charcoal)
Weber kettle grill
Uniflame Gold Stainless 5 burner propane grill / rotisserie
BBQ Grillware upright propane water smoker
A trench filled with wood coals and covered with chain link fence