I guess it depends a bit on where you want to go with climbing. If you are in to chasing grades, then you are probably going to want chalk. After all, if you could do so much better with it, then why not use it?
If you carry it and only sometimes use it, that's cool. I find I tend to dip even when my hands are dry, mostly out of habit, but it calms me. Good ol' "dip in the courage bag."
I've never heard the arguement that holds get greasier when you don't use chalk. Now washing your hands, and not using sunscreen, there is some ideas that will help.
Out here in Squamish, it's not much of an ethical issue. The rain washes away most of our sins, and there aren't really the big white marks that you see in areas like Smith.
Anyway, I thought Horsechalk was an essential part of every cc climber's arsenal...