Not necessarily -- with the right editor, e.g. Emacs, you can have it automatically convert "\alpha" to "α" (built-in TeX input mode), or if you're using AUCTeX, you can type "`a", which would be easier than "\alpha" or "α"!

Edit: Oops, saw the sibling post. That also works, although sadly I can't take always advantage of that since I'm not always on Linux.