Yes, you really should. When cultivating anything, your canopy is the only thing in the garden that brings you a value or benefit. Everything else in the growing process costs you either time, money or both. Always spend the extra time making sure your cannabis plants are trained and supported by a sturdy trellis system.
Setup your trellis early and use multiple layers to even out the canopy by moving branches into empty spots within the canopy. The more attention you pay to trellising and training your plants, the higher yields you will have in your growing environment.