Do I really need to use Wordpress MU Domain Mapping?

I'm setting up a Wordpress multisite installation for a client, and all the different sites will be under different domains. I set it up using the subdomain option, and a bit of Googling pointed me to the Wordpress MU Domain Mapping plugin to map those subdomains to full domains. However I also noticed that once a new site has been created, if you go to the edit screen, you can specify a full domain. And from a little bit of testing I did, setting this to a completely different domain seems to work.

So do I really need to use the Wordpress MU Domain Mapping plugin? Or is this plugin only useful for sites that need to be mapped to multiple domains & subdomains?

I wasn't able to run WP MU on multiple TLDs without the plugin. so I would say "yes" - if you manage several domains from one WP MU you need to set it up.

Maby someone can confirm this :)