Also delay on:
The Grudge, 2:21 - 2: 35, 6:31 - 6:43
Schism, 3:31 - 5:21
Parabola 0:10 - 0:19
Ticks and Leeches, 0:31 - 0:55
Disposition, pretty much all guitar tracks
Those are just some of the different types of delay used on the Tool album, Lateralus. There's quite a lot of delay on that album. Some of it is quite obvious, and some of it is more subtle and used to fill out space in the song. Hopefully you can pick up on those examples and then hear them in other songs.
Personally, I don't think it would ever be a mistake to get a delay pedal - they are really great pedals to have, so long as you get the right one.