I generally would recommend using a doctype wherever possible, and validating your code as you build your pages. Sometimes it's not always possible to be a 100% compliant, but I firmly believe your site will ultimately benefit.
Remember a doctype is basically your way of announcing or declaring the type of document you have made, and that document should conform to the standards set out in its declaration. If you don't specify a doctype, browsers are free to interpret your documents as they feel free (often known as "quirks mode"). Wouldn't you like to be in control of how your pages appear? :o)
With regards to the SE benefits, I don't think that a text-based crawler really cares about a doctype declaration; as search engine technology becomes more sophisticated it may become an issue, but this is pure speculation on my part! ;o)
If you fancy doing some reading... there are three pages of excellent discussion on this very topic here:
Absolutely No Need For Document Type Definitions
Hope that helps,
Paul