depends on what you are smoking on. no water required in a bge drip pan with plate setter. i put the drip pan on spacers made from the corners i cut off of a rectangular cast iron charbroil grid, four 1"x1"x1/4" pieces. works perfectly so the drippings are less likely to scorch.
other smokers will use the water pan as a heat sink/heat retention and moisture adding element.
edit. maybe i should read all the responses before replying