Roxy,
Winglets are a little bit of 3 steps forward, 2 steps back. They arent a perfect solution that instantly improves performance. They have drawbacks, but as has been alluded to, if the pros outweigh their inherent cons then they are added.
If you can design a wing without winglets you will have a more efficient design. Look at the new wing designs out there, namely 788 and 748. Both have in effect a raked wingtip that gives the pros the designers are looking for without the extra weight/drag etc of a winglet.
The 777 family was I guess the first wing that could take the step away from winglets, providing that extra 5% or so of efficiency through good overall wing design, rather than using a compromise in the form of the winglet.
J