Laura Miller has a piece at Salon called All I Want For Christmas Is Quotation Marks in which she describes the lack of same in some of your more literary works.
For those of us who believe that writing is a form of communication, and thus writers should never do anything that will make it difficult for readers to receive what we're trying to communicate, refusing to use quotation marks works against what we're trying to achieve. Yes, you want to leave your readers with ideas, but you don't want to make them have to struggle to find them. You don't want to risk them not being able to find them at all.
Leaving out quotation marks seems like literary pretension to me. Does pretension ever assist communication?