You'll get different answers depending on who you ask, but personally, I believe that to walk with the Lord in truth, you must be connected to a church. Why? One reason is found in Romans 12:4-8:
"Just as each of us has one body with many members, and these members do not all have the same function, so in Christ we who are many form one body, and each member belongs to all the others. We have different gifts, according to the grace given us. If a man's gift is prophesying, let him use it in proportion to his faith. If it is serving, let him serve; if it is teaching, let him teach; 8if it is encouraging, let him encourage; if it is contributing to the needs of others, let him give generously; if it is leadership, let him govern diligently; if it is showing mercy, let him do it cheerfully."
Each member in the body of Christ has a gift and a purpose. We need each other and the gifts given to each one by the Holy Spirit. Together, we comprise the body of Christ. In this way, you are also less susceptible to false teachings being passed on as biblically sound doctrine. Do not be deceived, you cannot walk alone in the times that we live in. You have to consider the source by which you would get your beliefs if you don't go to a Spirit filled, bible believing and teaching church.
Also consider Hebrews 10:25: "And let us not neglect our meeting together, as some people do, but encourage and warn each other, especially now that the day of his coming back again is drawing near."
No, you do not need to go to the physcial building called Church to walk with the Lord. Your grace exeperience of salvation can happen anywhere. Believers or a Christian's temple(body) are consider to be the first Church. The Church building is place were like people come together for fellowship, strength and encouragment. The Church house is suppose to be place were we get equipped to work for God in the world/community. Paul in the new testament talks about how we should forsake not the assembling together. In unity there is strength. No man is island unto himself. Everybody needs somebody. As you read and study the Bible you see why is so important. The world in itself is crazy place to be. Just keep living and time will tell that.
I think once I have moved home that my cousins, sisters and I will get together and have some bible study. I am not a fan of goign to church where I am from.