I did not at the time but I probably would now. I don't know that a wad can be said to routinely improve accuracy but .125" thick wads that I get from TOTW are not only inexpensive, they are really neat!

The bullets I used for that 5/8" group had actually been pan lubed with a 50/50 mix of Lee Liquid Alox and alcohol, stood on wax paper and allowed to dry. They shot great but really stunk. That was before I got my crock.

OK, seriously, the wads I use are thick enough and rigid enough they actually scrape the barrel a bit going down and I feel that alone makes them worthwhile. The scraping action tends push any stray powder granules down into the main charge and make for a more consistent bore condition. They hold position well enough that I apply a bit of compression to the charge using the wad only, then seat the bullet until it just contacts the wad (which makes a very distinct sound at contact).