Are you required to bring neutral to switch

For new construction,yes. 2011 NEC 404.2(C)
Your State may not have the current code adopted or exempt this requirement
If the property is existing. You can always check with your local electrical inspector!

There are Exceptions saying basically, if you can pull a Neutral Later, it is Ok to not pull one now:


NEC 2011 Switch Controlling Lighting - 404.2C - YouTube (http://www.youtube.com/watch?v=V9TOtDjk7Qs)

Personally I Pull Neutrals everywhere, No switchloops.

I don't use much Romex.