First off, remember what they say about opinions being like a$$holes - everybody has one. Here's mine - opinion, I mean.
There's nothing wrong with transferring to a secondary. At the very least it'll result in clearer beer. At the most it'll minimize off flavors and give you a clear stage for late additions and dry hopping.
There's nothing wrong with leaving everything in primary. Your beer won't be as clear but it'll still taste good when you're done.
I would hold off on buying the stainless conical if I were you. Until you have a good feel for the whole process and basic variations you can do everything you need/want in buckets and carboys (either glass or plastic - research that one on here - I'm staying out of it.
Right now I'd concentrate on learning the process and brewing consistently. Get that part down and the rest will follow.