Do you have to have them with every kit?
I don't "have to", but I really like it when they're in a kit- so no matter what my plan for a page is, I can open the one kit and have everything I might need
Do you use them on every page?
I don't use them on every page, but I do use them often. I use numbers from alphas on almost every Project Life page, and I like to tuck a first or last initial into a flower cluster, etc. I do these things more often than I make whole titles from alphas.
Do you have ones that you use over and over?
I have one from a retired designer here that I used very consistently in a themed album. Since I used it so much & remember the name/designer/what folder I have it stored in and I'll use it if I need to 
I don't usually dig around through other kits to find an alpha that will work with what I'm doing.