Yes, I would get an account. If you find a bank that has a free coin counter for non customers, then you might get away without having an account, otherwise, be prepared to pay a fee until you sign up.
Some banks will accept rolled coin for free, even if you do not have an account. I wouldn't dump very much though and not very often, or they will probably start to hate you. One bank in my area last month just started charging a 10% fee to non customers for rolled coin, probably because of another CRHer dumping there.