Depends...

The private land we hunt, no need for lights. There are two families hunting on the property, neighbors are well known, they stay on their property - there is nobody between me and my tree-stand, nobody within 300 yards of my "middle of the woods" tree-stand.

When we used to hunt a property in another state though, there we ALWAYS used lights. We had permission to hunt the woods & fields, another group (10+) of people had permission to hunt the fields, edge of the woods - just not the woods. You never knew if you were the only person walking in or walking out. This is the same reason I always walked in MUCH too early, and WELL after shooting time. I would unload my gun at shooting time here, and still wait another half-hour to let the other bozo's clear out.