Short answer: if you are hiring moving heads, beams or lasers, yes. Without haze they light whatever they land on and the beam itself is invisible. All the effect people picture when they book moving lights — the shafts of light moving through the air — is haze catching the beam.
A haze machine puts a fine, even, almost invisible suspension into the air. A smoke or fog machine puts out visible clouds. For lighting you want haze. For a first dance where you want cloud rolling across the floor, that is a low-lying fog machine, which is a different thing again.
Two questions before you book: does the venue permit haze, and are the smoke detectors on a system that can be isolated for the night? Plenty of function rooms allow it and simply need notice. Some do not allow it at all. Finding out on the day is expensive.
One machine covers a typical function room. Run it for twenty minutes before doors so the haze settles evenly rather than hanging in visible clouds, then top up through the night.