I hesitated answering yesterday becase I couldn't imagine not using the cocoons! I wanted to see if there was something better out there that I didn't know about.
Cocoons are cheap insurance against a chip/crack in an expensive rod, and a nice convenience too. You could remove jigs after every stop or maybe there are other brands/options out there. But these are designed perfectly for the job, they're easy to get, (at least in the US - aka land of Shimano) and they're cheap too - $20 for 5!
Why wouldn't you use them?!
If you haven't used them b4 it's probably tough to tell from pix exactly what you're getting... First off they're neoprene, really nice. They're small too, so easy to drop in your pocket while fishing. They include a separate "pocket" for the jig, so when it slides in it's completely wrapped by neoprene. Then the tag end cinches around the rod and secures with velcro to hold it in place securely against the rod. (This part also includes a slot to go over a guide so that there is absolutely no way it can work its way out of position.)