You do't NEED a sump. It does provide a nice place to put your heater & skimmer out of sight, and adds a bit of water volume to your system. Another nice feature of a sump, is that your water level in your tank will remain constant, and your sump level will drop. You simply refill the sump to a pre-establishe level, and you're good to go. Your back filter is indeed probably adding to your nitrate load, but you can reduce that some by rinsing the cartridge out every day or 2, thus reducing the build-up of nitrifying bacteria. Not the BEST option, but it will help.
Here's a link to some general sump info, and another one to some DIY pages for putting one together.
Melev's Reef sump page OZ Reef/D.I.Y. Sump More from OZ Reef