The truth is you may not be able to really mine with GPU's in the near future with ASIC on the Horizon. If your building a GPU mining rig I would say cut as many corner as possible IMO. The down side of not having a case is protection. Be it from liquid spills, pets, what have you. If you can find a way to setup your hardware in an environment that would not be bothered, I say go for it
You truly don't need one.