Yes,thats the question to be asked.I would say yes but not mandatorily.If you have good interlinking among your posts then sitemaps are not required.
The thing about sitemaps is that when you use them you ensure that none of your posts are missed by the search bots.But if you have your posts interlinked and if anyone post gets indexed then automatically the search bot follows the links in that posts and goes henceforth.For that to happen you really have to plan your posts order such that they can be linked.Its always good to maintain a log of all your posts and links to that posts to ensure that no posts is leftout without any incoming link.Mani karthik has a point on this in his own style.
The basic way to achieve good interlinked blog (and let me stress on the basic way),is by giving a slight mentioning about your previous post when you start a new one.
And when you complete say 15 posts,link your first posts with the 15th posts such that it forms a cycle.Start the same cycle form from your next posts.
If your thinking what the heck is this,then sitemaps are the way to go for you.Anyway its always better to use sitemaps and also maintain a good interlinked blog.