It depends on what material you are using. PLA doesn't usually need it (which is one reason it's so popular), wheras ABS needs it.
Other plastics may need or not need it completely depending on the plastic in question. I think it was PET that heating up the print bed unsticks the part from it when you're done, for instance, but I could be wrong about that.

The thing about a heated bed is that it can usually be added later if you need it.