It's all about the feel that a dampener provides which determines if a player will use one or not. The feel with a dampener is a bit softer as the dampener helps to absorb the vibrations of the string. It doesn't help you hit the ball any harder or reduce vibrations in the arm or cure tennis elbow unfortunately! It's all about feel and personal preference so no right or wrong.
We had a custom made dampener produced for TTH which is slightly wider than the average one just so it doesn't fall out!
If unsure try one and see what it feels like and if you are a real cheapskate just put in a rubber band like Agassi used to do!