Of course, you should always use needles in order to limit the chances of experience different problems. While the vast majority of people can put an ice cube on their ear, use a carrot as a backing, and push a stud through without any real problems, it will increase the chance of complications for everyone. For those people who are sensitive to cartilage damage, using a method like this makes it far more likely that youll have problems.
There is no advantage to piercing without a needle, and many disadvantages. You may search the Google and find terrible pictures of non-sterialized piercing or piercing without a piercing needle. I strongly recommend you not to see them, but use always the approptiate techniques dealing with body enhancing.