No, you do not. I'm running Stock 2.1 without Root, same as you. Yeah, make fun of me all you want. It's more of me being too lazy to back up and then restore my setting to a new ROM.
Here's a quick list of the widgets that I use:
LauncherPro.
Pure Grid Calendar.
Pure Messanger.
Pure Calendar.
Pure Music.
AnyRSS (Still need to skin it)
App Organizer.
Audio Manager.
Switch Pro Widget.
LauncherPro is a homescreen Launcher, kind of like Sense for Android. There is also
ADWLauncher and several others. Click the links provided.
They are both amazing and add much customization to the Android interface. I highly recommend them. (Not at the same time, lol)
If you want custom icons you're going to have to get
BetterCut. It makes customizing icons simple and easy.
Justs a head up though, customizing widgets is a giant pain in the butt. It requires you to extract the .apk, edit the images and then resigning the app. Not really a fun process.
Also, check out
this thread for more widgets and info.
This is what my EVO looks like running the same version of Android you have.
Have fun customizing! :)