Most dedicated home roasting appliances come with a built-in thermometer, though usually that reading is taken inside the bean chamber, not in the coffee itself.  If you really want to know what is happening to the roast, having a thermometer is the bean mass is key.  It is not essential, because over time you can learn to use your five senses to tell what is happening to the roast, but having a temperature reading can help you tremendously.  The stick thermometers are useful in some applications (hot air poppers, and stovetop); the digital thermometers with flexible temperature probes are handy in many situations.