About half of the grad students I know worked for some period (at least a year) between undergrad and graduate school. Folks who do more "theoretical" work tend to come right out of undergrad. If your study interest is more hands on, then things get a little more complicated.
Some international students in the physical sciences and engineering have only a theoretical background. Their grades are terrific, but when they go into the field or sit at a bench, they have no idea how to apply what they've learned. And then they go into industry and start at a somewhat higher level, with more responsibility, but less of an idea of how to make sure that the scientific stuff is done correctly in the field. A good field or methods course can help with this, of course, but there's no substitute for fixing problems on your own, with real-world complications.
I came to grad school with a decent gap after finishing undergrad. I'll admit that I had to work harder than the students who came straight from undergrad, because I had to retrieve or re-learn some of the material that other folks knew right away. And I know that a lot of people want to finish their education as soon as possible so that they can start making money and start a family.
In my case, I went right to work after I graduated for another reason. I didn't admit it to myself until later, but I just couldn't handle more education at that point. I came from a culture where I was supposed to go to college, so I did. I worked hard and I made honor roll most of the time because I was supposed to do that, too. It was only when I finished college that I really took a look at what I wanted to do. It took working for years for me to realize that I really did want to learn stuff for its own sake and that I was really interested in various contamination-related issues. When I got to grad school, I had a great time learning new stuff that explained some of the problems I ran into when I was in the industry, while some friends who went straight to grad school were starting to burn out.
To get back to the previous post, I don't think that taking time off before grad school has a significant impact on your chance of getting accepted and your success once there. However, if you were not a fantastic student as an undergrad, success in industry can help as long as you show capacity for scientific work. I applied to departments that valued so-called life experience (they wanted resumés and accepted non-academic references) and departments that only wanted to see the academic record (3 references from professors whose courses I took years ago? ugh). In my case, the former liked my application more and I did end up in one of those departments, so it all worked out.
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Worth noting is that the modern trend in many areas of study is to give preferential treatment to people who have worked in the field before going to grad school. The reason being that these people are a lot more likely to finish the grad school programs they start and because they are presumably choosing to go to grad school to help their careers (and will therefore be more dedicated students). Having some practical experience is rarely a bad thing when looking at grad programs.
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