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There are two different types of crimp for handguns, roll crimp for revolvers and taper crimp for semi-autos. Revolver bullets have a cannalure (fancy name for a groove) that allows the crimped brass to "roll' into the groove and help hold the bullets in place while sitting in the cylinder. Semi-autos utilize a taper crimp whose only purpose is to remove the "bell"from the case. Bullet setback is prevented in semi-autos by case tension, not by the taper crimp. If the taper crimp is "over-crimped" it can buckle the case slightly and actually contribute to bullet set back.
In answer to your original question yes, you should crimp all handgun bullets. Semi-auto rifles aslo require a roll crimp, but it is optional if you are loading for a bolt action rifle. All my rifle loads are for bolt action and I never crimp them.