You don't have to. When I was pg with DD they weren't going to send me for one but I said may as well. The test isn't THAT bad. I ended up being diagnosed with GD, even though I have no strong risk factors AT ALL and didn't have any symptoms either. After I had Amy (3.5 weeks early weighing 7pound4), I was diagnosed with Impaired Glucose Tolerance. I have GD with this pregnancy too. The reason for the test is to check that your baby isn't being exposed to higher than normal sugar levels throughout your pregnancy. Even though it's not a really serious problem it can be in some instances. GD isn't that bad if you can control with diet (in my case) and in my opinion, it doesn't hurt to get yourself checked out. Everyone's got their own opinion but in the end it's definitely your decision. Go with your gut feeling.
Michael - I have never had sugar detected an ANY of my urine samples so that's not a fail safe unfortunately.