YES. shoot whoever told you that it isn't necessary. unless you lapped the HSF base yourself then it is unlikely to be perfectly flat. i guarantee you if you look through the documentation you should have received with your processor it will say something along the lines of "note: thermal interface material must be used between the heatsink and the processors heat spreader". i don't see why on earth you would skimp on a few dollars just because it may be "unnecesary" (false). you don't have to put petrol in your car but it certainly makes driving a lot easier
oops. my fault. i meant to say i booted it w/o fan and heatsink because i kept thinking when i put it on it was moving the processor slightly or tightening too hard on it (i have no choice. its a tt silent 775 thats a ***** to install). so yeah, with no heatsink or fan i booted for 3 secs and turned off. wouldnt it still be fine? doesnt mb know if processor is too hot?