Do I have to have a sump?

Well IMO yes and you may as well set it up now for more demanding corals rather then redo it later.. Also IMO these fish we keep are truly reef fish and they need as good of quality of water as do the corals , Maybe this is why I have never had an issue with keeping tangs and more such such demanding water quality animals even the cleaner wrasses all say that can't or should not be kept. Yes if you set it up properly you will have much healthier fish and far less disease death also.. And in the end when you set that got to have piece of coral or nice fish you can have it ..It will happen ;D