I would definitely use a resistor, not only to extended de led's life. GPIO pins have a current limit and if it's exceded either the pin or some other stuff inside the microcontroller can burn.
If you're using normal 3 or 5 mm. LEDs a 10-20 ohms resistor may achieve full "datasheet" brightness. If it's power LEDs you're driving more components should be used.
Not only because it works once means it'll work forever, and resistor cost and difficulty to connect is close to nothing.