Dry yeast doesn't need a starter because of the very high number of cells in the packet. You can pitch two packets to get a proper pitching rate for a very big beer, if necessary.
Speaking of pitching rates, you can calculate yours
at Mr Malty's calculator.
As Tonedef noted, it's a good idea to do a starter with any liquid yeast to let the yeast colony grow to an appropriate size for the beer you're making. At the very least, you've made sure your yeast is happy and ready to roll before being pitched into your real beer.
You hear "must make starter" with RIS recipes because they tend to be very big beers - high in fermentables, so you want a bigger yeast colony to get a good fermentation going.
-Joe