You don't really have to. Your machine has a recovery feature in the firmware, so even if the hard drive is completely dead, you can command-r boot and the firmware will connect to Apple's servers and redownload the OS for you.
The main reason you see people making the USB key installers is so they can reinstall without having to use the Internet to download the OS again. For example, if you had a laptop and were at a hotel the USB key would come in handy rather than a 4.7GB DL of the OS.