I and a number of my friends did not take the USMLE, only the NBOME (now COMLEX). We are all residents at well known programs, including USC ER, UCIrvine FM, UCDavis FM, and others.
However, if you want to go after certain specialties, such as Orthopedics, you will do best to take the USMLE along with the COMLEX. Many ACGME (Allopathic) residencies want you to take the USMLE so they can do a 1:1 comparison of you to your MD colleagues.
The COMLEX is a good test and has been verified by a number of independent organizations as being equivalent with the USMLE, but it would be a big help if they used the same grading scale.