First.. Your device must be updated w/ iOS 5.0 or 5.0.1 to utilize wireless syncing. The sync works over wifi... so the computer w/ your iTunes account must be connected to the same wifi in order to since wirelessly.
Second.. No, you don't "need" to. However... many, including myself, will strongly recommend syncing w/ iTunes. Wither it be w/ direct connection to the computer or wirelessly. When you sync it creates a backup of all your information... pics, texts, apps, contacts, ect... and allows you to restore them to your phone in case something unfortunate should happen.