Well, I always heard "crush 'till you're scared" about crushing your grain! But, I'm perfectly happy with a .035" gap on my mill. I don't need rice hulls unless I"m doing a "sticky" beer, like using oats or wheat. The wheat and oats don't have husks, so they can really gum up the works and not set up a filter bed like barley does. To help with draining, the hulls "fill in" for the husks.
Some brewers (I think Biermuncher, for one) always use rice hulls, just as a matter of course. That's fine, especially if you buy them in bulk and have tons to use up.