I use one -- it draws water out of the sump, which then flows through the uv into my refugium, which then flows by gravity into the main tank. Frankly, I've never been sure it makes much difference, and I'm using it more out of superstition than anything.
If you really want to kill things, ozone is the way to go, and at least ozone has variable settings and can be linked to redox levels. I do use ozone when my tank is below 400mV, but only at very low levels (e.g. 5-10...never 100). When it climbs above 400, which is where it's usally at [450...but everyone's tanks are different, and redox is a controversial parameter], the ozone clicks off.
I've never been sure about the UV. Unless you've got high fish volumes and an over-powered UV sterilizer, I'm not sure they're useful. For most narrow-spectrum sterlizing bulbs, using them might do some good, but won't likely do any harm.