Much like many other questions in modern Paganism, this is one where the answer really depends on who you ask. For me personally, I always cast a circle prior to formal rituals, but often do spellwork on the fly without the use of a circle -- and this is partly because I keep my entire home designated as sacred space, so I don't feel the need to cast a brand new circle each time I do a spell. Obviously, your mileage may vary on this. Certainly, in some traditions, the circle is required each and every time. Others don't bother with it at all.
It's important to remember that traditionally, the use of a circle is to delineate sacred space. If that's not something you require before spellwork, then it's not necessary to cast a circle. If, on the other hand, you think you might need to keep some icky stuff away from you during your working, then a circle is definitely a good idea. If you're not sure how to cast a circle, here's one method: Casting a Circle. Although this ritual is written for a group, it can easily be adapted for solitaries.
Readers, I'm curious -- does everyone cast a circle every time? Do you ever do magical workings where a circle isn't required at all?