I understand what you mean, but it's possible to disable depth writing without disabling depth testing. To do so, call glDepthMask() with false as argument. If depth testing is enabled it will still work with the values already in the depth buffer. The advantages of doing this is that it improves performance if you're drawing a large amount of translucent objects (particle systems), and it will also make some artifacts less obvious or remove them altogether.
The second advantage may not be immediately clear. If so, consider a U-shaped, translucent object. If the object is drawn with a single draw call, there will be a situation where the polygons of nearest 'leg' will be drawn before the polygons of the other leg. If depth writing is still enabled, the second leg won't shop up. If you disable depth writing both legs will be visible. Depending on the material of the object the result may not be entirely correct, but it's usually better than the alternative.