Use the collets or don't use them the collet press is the better option. Either way if you think it's stupid you still have to screw the die into a collet or the press all the same. So you're getting the same amount of screwing.
I like the collets and have them for 3 die sets. It's about $9 for two. Price isn't much of a factor if you're getting into reloading and buy a set of dies here or there and two collets. But if you have a closet full of dies it's a different story.
Either way I don't think or maybe don't know that you would bring your whole collection out to the range for bench work ups.
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