depends, if yo uare doing a relpace with a whole new system, probably not, if you are keeping your old struts and replacin with coils with threaded seats yes...
If you buy one piece coils for sure no, when you remove the old strut and sprint it is one piece, so you just cast it aside and you replace with your new coils, on the other hand, if you are getting say a toiko and ground control setup, you PROBABLY won't need to use one either, it all depend, usually you can just drop the spring all the way and then put the cap on and adjust as needed.
If you are keeping your old struts, you need a spring compressor of big balls, my friend changes his without, when he pulled out the springs he leaned on them and they were soft enough to pull out without (2 people and for god sakes don't point them at yourslef!!!<img src="http://www.zilvia.net/f/iB_html/non-cgi/emoticons/wink.gif" border="0" valign="absmiddle" alt=';)'> however, that is the front only, usually rears are soft and you can get the cap of without incident very easily...
Hope this helps!