The sump is used to house most of your equipment keeping the display tank nice and clutter free, as well adding more water volume to your system which in turn help to keep things stable in the main display tank. I'm not going to get into the details of all the different set-ups but that is basically it.
If you have the money to do so, I would personally add the sump to your set-up...but you need to make that decision before you get started if you want it done right!
I personally wish I would have set one up on me 15g, but a time factor and funds kept me from doing so at that point. When I finally move out again I will definitly purchase a new tank that is pre-drilled and use my current 15gl as the sump tank...but for now I will keep dreaming!!!