Depends--if you have enough plants, they are filtering for you. And, the bacteria will grow anywhere conditions favor them--rocks, decorations, etc, as long as there is food and oxygen. Filters help prevent wastes from settling into the substrate and becoming trapped, and oxygenate the water--but that can be accomplished in a number of other ways.
If you don't think it will freeze, I'd just keep a good tarp available that you can put over the surface on those particularly cold nights, as this will help trap the heat, and then make sure the water stays clear of debris (leaves and such). You'll want to make sure the plants are fully submerged, or brought indoors, as well. And, really reduce feeding--this will help cut down on waste production, and fish can go an amazingly long time without food in cold water with no problem.