I'm a lazy ass brewer ... it's true, it's true.
Roger is probably doing it right and if you're concerned about having super clear beer it's not a bad step to add to your routine - I don't really care a whole lot, but that's just me. I've found that the first couple pints from the keg may be a little cloudy, but after that you're golden. If you're planning on moving the keg around and agitating it, secondary may be worth it because with the way that I've described, you'll get cloudy beer each time you agitate the keg ... since my beer very rarely has a chance to move, this isn't a problem for me