Not checking if a var is set means letting fate decide on the functionality of your website.
Using error_reporting(E_ALL) during development is good, but not the solution, because Murhpy says you will not test that one part of the script that doesn't work, you'll assume that it works. And assumption is the mother of all F-ups.
I would certainly not get a single night's sleep if my website was expecting vars to be set, using them no matter if they were set or not. That could seriously F things up because it allows incomplete information to be submitted.
Imagine you have a search form where people enter some keywords to search for.
In the script you'd paste those keywords into the query and then execute the query. Now make a typo in the name of the var in the form.
That would leave one of the vars unset, thus it defaults to an empty string, and your query searches for data where a certain keyword is empty. Most likely it'll find nothing, and presto, website unusable.
If you checked for set vars, the end-user would get a clean formatted message saying: "There was a problem executing the search, please try again later" while you get an email/SMS telling you the search on that website didn't work because some var was not set where it should be set, so you can fix it.
'The script will grow' is no argument to leave out error-checking. (a bit like 'this car doesn't have seatbelts because it's so hard to put them in')
