I've not needed a water pan in my smoker,in fact, I tend to open the door once or twice when I'm doing my ribs, just to let out a little moisture. Okay, maybe I just like playing with my food. The thing to remember is that opening the door allows heat to escape and will add time to the cook.
As you can tell there is a small learning curve to the CS compared to an old stick burner, but it's well worth the time.