You never really absolutely need a sump, but you can always have a sump.
It's most likely not worth it on a 29, but if you have the ability to do it, it wouldn't hurt as long as it is setup well.
You'd also be increasing your water volume, which never hurts. But there are a lot of potential problems coming from sumps if things aren't all right and certain things like snails/crabs/etc cloging overflows and top-off are taken into consideration, with thought put into methods to circumvent those issues.
but.. for the 29g, it probably isn't worth the hassle of setting up a sump and taking the precautions to prevent overflows and such. If well designed, you can eliminate those problems, but probably not really worth it for a 29g unless you want to. Eliminating the pumps and other gear in tank is very nice, and again, if thought out well and executed properly with overflow safe guards and redundancy on drains, you won't have to worry about overflows.