It is wise (very, very wise) to install a GFCI anywhere that can be wet or moist. In a lot of municipals, you are against code if a GFCI is not installed.
Some equipments dont come with ground wire. Powerheads and heaters have 2-prong plugs. These are not grounded and very hard to be grounded.
Even with a properly installed GFCI, you still are not 100% safe. There are slim chances that you complete a circuit to the neutral line and not trip the GFCI.