I picked up the habit of using a sling to carry a shotgun (when there's no need to bring it into action quickly) from hunting with Frenchmen in Morocco. Shortly after I came back to the States, I bought a Sauer 16ga that had sling swivels. Found a sling that fit. Discovered it wasn't a good idea to leave the sling on when grouse and woodcock hunting. But when hunting open country birds (like pheasants), a sling makes a lot of sense--like when you're heading back to the truck with a limit in your vest. Or when you want to snap a quick photo without laying the gun down.
I've never gone so far as to put swivels on a gun that didn't come with them. Nor, however, have I ever removed them on a gun that had them.