I use them. I have very thin simple ones that are little more than pillowcases. They get washed between guests. It’s just one bed so not a bunch more laundry. I also put a pillowcase or pillow protector on the pillow then put it in the sham. So if they use it for sleeping and take the sham off they aren’t sleeping directly on the pillow.
I would not use any thick, fancy, hard to launder shams.