Using a 130 wheel in a 126 spaced frame is fine with steel - you can just spring the frame and jam the wheel in. However, if you are only going to have 130mm wheels, I would expect you to get more consistent alignment and shifting by setting the frame to 130mm. This is because each time you bend it to force the wheel in, you are likely to get slightly different tension on each side, and also the mech hanger might end up at slightly different angles. It’s not a big deal, but it makes life a bit easier (and also it makes for easier wheel changes).
If you are going the other way (eg a 120 track wheel in a 126 frame), then I would definitely advise a set - fixed is very chainline sensitive, and relying on the frame springiness to achieve the same chainline each time is not ideal. You can also ensure that the dropouts are parallel and level, which helps (and is also useful on singlespeed, even if it’s more tolerant of chainline issues). 
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