you dont have to, but you really should, the new deck will sound better if its getting the power it wants
run the line through the firewall wherever is easiest and run an inline fuse that is suited to the deck and you are set
i have had my alpine hu setup both ways in my ek civic, no amps, mediocre aftermarket speakers, not sure i noticed a difference, but i had minor power issues before and they havent been back since i ran a better power line