You just started a **** storm post.
You always need the water pan (filled with sand or water is another case of preference)
You need that heat sink to ensure you create a base of stable temperatures, without being at the whim of what fuel is burning at that exact moment.
"Boots and Pants and Boots and Pants and Boots and Pants..." - Maxwell
Bandera, M-BGE, WSM, Gold Kettle, Kenmore Gasser, 36Qt Turkey Fryer, ECB, Dutch Oven