It depends on how your pages are constructed, really.
Do you NEED a DOCTYPE declaration? No... if it's missing, most browsers will default to "loose" or "quirks" mode and Internet Explorer, the browser used by 90% or more of internet users, will be quite happy.
If you want to include a DOCTYPE declaration, in most cases you should probably use this:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
unless you are sure that your coding meets the "strict" standards.
References:
Microsoft Information on DOCTYPE
SpiderWebWoman tutorial