I will often bracket my exposures even though I shoot in RAW. IMO, it is better to start off with a correctly exposed image and just tweak that a bit than to try to reclaim a grossly under or overexposed image.
My Canon 30D and 40D cameras do a pretty good job of exposure control. Bracketing is just a safety factor.
Additionally, at least with the Canon DSLR family, it is very easy to get a set of bracketed exposures. Just select AEB on your menu and then set your camera for burst shooting. It will fire three shots and stop.
I made good use of bracketed exposures in the rather harsh light of the American West on a recent trip. I used a tripod and combined my bracketed shots into HDR images thusly getting shadow detail without blowing out highlights.
If you use AEB on Canon DSLR cameras, the camera will revert to non-AEB shooting whenever you shut it off; unless you select the special function retaining AEB until you deselect it on the menu.
It is frustrating to turn off your camera and have the AEB shut off automatically. I would rather select it and deselect it myself.