Having worked previously in the SEO-industry, I would say that you are not penalized for not using the Google Webmaster toolbox (analytics, WMT etc.) - however,

Having worked previously in the SEO-industry, I would say that you are not penalized for not using the Google Webmaster toolbox (analytics, WMT etc.) - however, by not having an GWT account Google has no way of getting in contact with you if they think you're doing some shady/spammy or if they penalized you. That's the main reason to have a GWT account at all, really.