's node is pretty right, but there are other considerations. For starters not everyone with skin cancer has got it from UV exposure, although that is fairly common.
Lack of sun is a known risk factor for osteoporosis; skin makes vitamin D when exposed to sunlight and that is needed for making strong bones. There are suggestions that certain diseases like schizophrenia might be triggered by lack of vitamin D in the mother during pregnancy.
Little and often sounds like a good plan to me. Deep roasting your skin just causes a ton of genetic damage; and much of this is permanent. The medical recommendation I have seen is 10-15 minutes about 3x a week.
Incidentally, if you want a good tan, you're better off tanning at midday; contrary to popular opinion. The reason is that the highest levels of UV-B radiation happen within an hour or two of midday, it's the UV-B that makes you go brown the most; the UV-A you get the rest of the day only uncovers any tan you already have (and ages your skin 50x faster than UV-B does.) Also, the UV-B is the bit that generates vitamin-D in your skin, another big, big plus. However, it's the UV-B that triggers skin cancer and burning; so staying out for more than 10-15 minutes is really, really unwise.