Some people don’t send cover letters because they think the recipient doesn’t pay attention to it. That may be true for a few of them, but you don’t know which ones they are. Therefore, you should always send a cover letter.
The only exception is when the resume is hand delivered to a hiring manager, or a phone/in-person discussion resulted in an agreement to have the resume dropped off. For tips on how write an effective cover letter, check out the SCC Blog.