Not neccessary to size, as such.
It is necessary to lube. Lubing is commonly done in a lubracator/sizer machine in which the size die directs a waxy lube into the grooves as the bullet is being sized.
Alternately, lubing can be done with Lee's Liquid Alox lubracant. You can apply it in a pan, or even a plastic bag. Just coat the bullets and let them dry before loading.
