"Most" is unfortunately hard to quantify.
MSFT has made it easy to setup an ASP.NET application using SqlMembershipProvider for an out-of-the-box setup, making it super easy to get authentication against a SQL db working.
That said, I rolled my own, because I didn't need much of what the built-in stuff was doing.
The way I did it was to write my own membership provider class, and use the web.config to specify that my customprovider was the default membership provider.
For ASP, there are other ways of doing authentication, such as using NTLM (basically creating windows users for each web user, and using Windows built in authentication).
Short answer: If you can make use of SqlMembershipProvider, and it does all that you need, then I recommend using it.