Yes, if you carry insulin around you need one. Especially if you do the shot thing.
I pump and it isn't as critical, as I typically have somewhere between 300-50 units on my body at any given time. However, it does fail and I do run out and I do keep a spare bottle and a pen with me.
I had stopped carrying a pen since I had gone several years without needed an emergency injection but I needed one last month – AND I've switched pumps, so I am carrying a Novolog FlexPen -- I'm allergic to the preservative in the Lily products, and besides I like Indycars.
They are small, compact, and if you read an early post made by some really cool people in the Dallas area.
I know keep mine in my back pack.