For the record we have not done aero capture at Mars just yet - but aerobraking has been used a lot, after first capturing into a high eccentric orbit with an engine burn.
In any case, bodies with atmosphere do enable you to effectively shave up to half of the delta-v for a transfer when you know what you are doing. :)
Except that all that delta at mars is done with aerobraking/aerocapture. Inbound probes can crash strait into the mars atmosphere without slowing down for orbital insertion. That's why it takes far less fuel to get to surface of mars than the moon, at least with objects car-sized or smaller. Only with larger/heavier objects is mar's atmosphere so thin that fuel must be used for capture prior to descent.
In the following deltaV map, much of the trip to mars is a free ride so long as you follow the red arrows. There are no free rides on the way to the moon.
https://space.stackexchange.com/questions/2046/delta-v-chart...