No you don't
The trick is you have to get the App Store to ask you to create an account, rather than you 'signing up' if that makes sense.
Go to the U.S. Store on any machine. Do not be signed in.
Find a free app and hit 'get'.
It will now ask you to sign in or create an account.
Create an account (different email address required obviously).
Only doing it this way will the option for 'no payment' be available when you get to that part of the sign up.
For the address, Google any hotel you like ;-)
That's it, your all set, if you want paid apps, simply buy U.S. iTunes gift cards off fleabay and load them to your account.
Went and got a load of apps from the U.S. Store yesterday. There are loads more available.