Personally, I would not take them. If I had a dollar for every piece of equipment I saw strewn along the course, the Wounded Warrior project's donations would have been bigger. I didn't use any, and had no issues.
I did my first tough mudder in Indiana in June. I didn't use any gear..... I am going to do WI in Sept, and I am going to be using some kind of knee pads. I don't see a real need for elbow pads, but my knees took a beating......
I did a November TM last year and had long sleeves and compression pants beneath my shorts. No padding. Knees and elbows were fine. Some of my teammates had just shorts on and were fine. What is the purpose/concern you want to have elbow and knee protection?
First, if you are concerned with getting torn up, it is not as likely. Most things you are crawling through are through more forgiving obstacles (i.e. pile of mud) versus rough obstacles (i.e. bed of stone). So, I really didn't get scraped up at all, and either did my teammates with shorts. Worse-case scenario, if you are concerned, wear either a long sleeve dri fit shirt, or those compression arm sleeves are fairly comfortable. If it is hot out, however, I wouldn't not want those things on for the heat.
If you are concerned about banging your knees or elbows on walls you are climbing, etc., then you are looking at things with padding. These padding elements will absorb water and weigh you down. I wouldn't advise anything that absorbs water greatly (i.e. cotton, padding, etc.). You will be wet for the majority of the race.
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I actually would like to know about this myself. I did a Tough Mudder in Northstar this year and tore up my elbows crawling through rock. One of my forearms was covered in blood and I was told by one of the medics that they might ask me to leave the course for injury reasons even though it was just a scrape (She was great and cleaned it up for me without filing a report). Don't really care about my elbows or knees a whole lot, I can deal with a scrape or two, but I would really like to avoid someone asking me to leave the course for a scraped knee or elbow.