YES, he has to. (continuing the pattern!)
He has a habit of bolting out the door nad he's quite the escape artist. He's actually gotten out a few times for about a whole day because he runs, then gets stuck behind fences and can't make his way home. He also has a microchip.
On the otherhand, it does irritate his skin and pulls out his undercoat sometimes. We've tried just about every type of collar there is. I want to get a thick (2") cheap nylon collar from petsmart to see if that is better on him and if it is get him a custom Block Dog collar.
I take it off a lot at night when we're playing or resting and in for the night.