Well, according to this information I found, you do if you are in the UK:
Professional training at a drama school is by far the best preparation for a sustainable career as an actor - the self discipline, industry exposure and techniques you acquire at a drama school are invaluable. A recent survey by the National Council for Drama Training and the Arts Council of England revealed that 87% of working professional actors (in the UK) have trained professionally at an accredited drama school. It is an incredibly competitive business – more so for actresses than actors I'm afraid - so training may help to give you the best chance possible to succeed.
Note that the above says 87% of working professional went to drama school. It does not say that a high percentage of drama school graduates are working professional actors because that would be false. Only a small percentage of drama school actors become working professionals because there are so few jobs in relation to the enormous number of actors who want those jobs. Thus, only the few, very best, and very lucky ever get an acting job.
I remain skeptical about many drama schools and almost all university acting programs in the US. That does not mean, however, that going to school for acting is a bad idea. It is a good idea for those aspiring actors who need maturity and acting experience.
One of the biggest problems with going to school for acting is how expensive it is. If you graduate with a huge debt to repay, it will be even more difficult for you to become an actor because you will be worried about paying the debt all the time.
I am also skeptical about the seriousness of people who claim they love acting and want to become actors. That is fodder for another post. God bless, Doc