I do it every time, collect my first runnings in a HDPE bucket, transfer my sparge water from the BK, then dump the bucket into the BK. Eventually i'd like to get a dedicated HLT, but it is definitely optional, there are many other things ahead of it on my to buy list!
Though lately I've been thinking about switching to no-sparge. If you spend a couple extra bucks on a little bit more grain, you can get away without sparging at all (if your MT is big enough!).