Most people don't carry a tent for short day hikes. After all, if you don't need the tent it's just extra weight and takes up space in your pack. But carrying some sort of emergency shelter is a prudent choice on longer hikes and once you cross the line from day hike to overnight hike, carrying a tent -- or having some other form of shelter -- is a must.
Emergency Shelter
Even though you probably don't want to carry a tent unless you're planning an overnight hike, it's intelligent to have some sort of compact, lightweight shelter in case of an emergency. A thin, foil-lined blanket or bag you can crawl into is ideal; these "space blankets" pack down so small and light that they're easy to carry but reflect a surprising amount of body heat back to you when in use. You might also choose to carry a small tarp or a bivy sack, a lightweight, single-person shelter that packs down to about the size of a water bottle.
Tents
If you do decide to carry a tent, you'll have to decide on the model that best suits your needs. As a general rule you can have any two of low price, light weight and small size but not at all three. If you're hiking with several people, you can divide a large tent between you; one person carries the rainfly while another carries the tent body and a third carries the tent poles, stakes and any guy lines. Although you can get away without a tent if you have access to alternative forms of shelter, in some cases it's still intelligent to carry a tent as backup just in case.
Other Shelter
On some established long-haul hiking trails you may have access to huts, cabins, lean-tos or even hostels, all maintained to some degree and intended for use by campers like you. Make sure you research whether or not reservations are required before you go. Also, keep in mind that, with the exception of hostels, most camping structures offer only limited, basic accommodations. If you're camping in a hut, cabin or lean-to, bring your own sleeping pad and bag, food, water, camp stove and fuel.
Alternatives
If you're overnighting but don't have access to a trailside structure and don't want to carry a tent, you have a few alternatives to choose from. Bivy sacks make decent planned shelters, too, if you're not intimidated by the extremely close quarters -- a bivy is only slightly larger than your sleeping bag.
Some camp hammocks come complete with canopies and bug netting to keep insects away, and for experienced campers, a well-pitched tarp is effective shelter. If you're feeling energetic, you can also construct a primitive shelter out of the materials around you. However, this is a skill best practiced and reserved for true emergencies, as it's very labor and time intensive.
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