Nope, you can use whatever you want, as long as it looks good. I used to use gradient shading but now I use hand-shading because I have more control over the way it looks. But I think hand-shading is still something you should try out and see which one you like better
Peeking in. No, gradients are not bad. In fact, did you know that `CookiemagiK primarily uses gradients? Granted, I think most emoticonists prefer hand-shaded emotes, but it is not something you *must* do. I always say do what you feel comfortable with.
That said, I started off with gradients and moved to very simple hand-shading. I prefer it because it helps me keep color count down, especially when making PLZ accounts. However, on occasion, I will still use a gradient if I need that type of effect.