Rob,
do you mean a) an on-site sitemap for visitors or b) a Google xml sitemap?
If a) I think they’re still a good idea. Although your navigation should ensure that every page is accessible (see below) it’s sometimes easier for visitors to find the more obscure parts of your site – the parts you don’t want to link to from your home page. I know I always use a sitemap when I’m trying to find games lists, Ts & Cs, banking info etc on casino sites. You don’t want it to get too much link juice, though, so nofollow it from your home page.
If b) I think it’s less important. I’ve always maintained my xml sitemap but I’ve found lately that Google ignores it and just spiders the site from internal links anyway with the result that some unfinished pages have been indexed before they’ve gone in the sitemap. You can possibly control things like how often it’s spidered by using the ‘changfreq’ parameter but I’m not convinced Google takes any notice of that.
Having said all of that, my site is only about 150 pages so it’s much easier to maintain a site map than if I had 1000+!