No, you don't, however that's the convenience that the iPod promised and, as a natural progression of it, that's what the iPhone should offer. Which makes more sense, not only for travel, but just your daily activities:
Transfer media over one time when initially setting up the device, then adding new media as it comes in, always having all your songs with you whenever you want one.
Daily selecting the media you want on the phone and the removing/adding more when you think about it (if you happen to be near your computer or have high data/battery usage using the cloud). I've owned devices where I have to continually switch out my music, they were called Walkmans and Discmans.
It's not just the ease of use, it's the practicality of the whole thing. Every time there's a (potential) capacity increase people are always whining about how no one needs to have that much music on them or what not. Even with a 16GB phone and no media, with apps hitting 2/3GB these days, HD pictures and HD video recording, your space isn't going to last as long as you think it will. When the iPod came out it was 5GB. Did you ever stop to think why there's a 160GB model now, or 32 times as much storge? Clearly not.