It's certainly the consensus and the crumb coat obviously helps keep the crumbs out of from your final coat. Personally, I use ganache under fondant and then it doesn't matter if I get a few crumbs in the ganache. But where buttercream is your final finish, a crumb coat is a must.
You can crumb coat with cream cheese and then add the final coat, but remember it's a perishable frosting, so you'll need to keep it refrigerated. If you're worried about the consistency, you can add more powdered sugar. There is a crusting cream cheese recipe out there if you search for it apparently, but I've never used it. A crumb coat doesn't necessarily have to be crusting, as long as you just leave it to set up for a while before applying your final coat. If it's cream cheese with butter added, it will set up nice and firm in the fridge and allow you to apply your final frosting layer without disturbing your crumb coat.
Should you crumb coat all your cakes before you ice them no matter what the type of icing is?
No, a crumb coat isn't necessary if you know how to ice a cake without getting crumbs in the icing. I'd never heard of crumbcoating many years ago, and you certainly didn't have time to mess with another step which delays the entire process... although, I believe a crumb coat can be helpful for carved cakes.
I have used this one. It crusts and it's awesome.
http://cakecentral.com/recipes/decorators-cream-cheese-frosting/
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