A google sitemap ie xml format is useful, if not essential. Google won’t ban you from the SERPs without one, but having it is an efficient way of getting new pages spidered quickly. If you follow the instructions in Google Webmaster Tools, it’s pretty straightforward to set up. And once you’ve got it, it’s easy to keep updated.
I may be wrong (apologies if I am!) but I think Bleuze is talking about an on-site sitemap (as they refer to visitors clicking on it). That’s another way for spiders to find their way to new pages and, again, it can’t hurt to have one. It’s also a requisite for accessibility compliance.
I have both, but as the xml format is industry standard, I’d be tempted to give that more importance.