I don't think it's a must have, but there are some issues (like certain strains of dinos) that it will help you with. I currently have one, but plan on taking it offline in another month.
Some people would not start a tank without one, others wait until an issue comes up and then get one, some never have an issue they think requires one, the rest think there is absolutely no proof they even work. That's kinda the beauty of reefing, many ways to do it...