I think it really depends on a lot of things whether you want to or not. Are your loads hot or mild, do you shoot lots and therefore reload the same brass lots, how accurate and consistent do you want/need them to be? The list goes on.
Middle of the road, cheapish brass in .243win, I have seen split necks in less than 3-4 firings which you simply will not get with stress relieved brass. But then like
@Foxyboy43 I have previously had in to double figures of reloading .222rem brass which showed no signs of necks splitting and accuracy remained fine for field use up to a point. When you anneal brass, you can 100% feel the consistency of seating bullets. They all go in the same whereas without annealing, you can feel some feel graunchy and need a little extra ram effort with others just slipping in easily. Clearly this is a difference in brass hardness and therefore neck tension. How much does this affect accuracy? I mean if you are shooting out to 150yds with a mild load in a mild cartridge like the .222rem, I would suggest you are losing little if any performance. Certainly not enough to warrant annealing which involves getting some sort of kit and spending some sort of time doing it. If you are shooting that rifle out to 300-400yds on small targets then yeah, you will notice a difference if shooting from a solid rest with a sound technique.
So assuming you have identified that you want/need to anneal, then I really think there is a point of diminishing returns when it comes to how you go about doing it, assuming that whatever method you are using, you are doing it correctly. I have seen no difference in the feel of seating bullets and how cartridges shoot out to extended ranges whether I have annealed my own way or by using brass annealed more professionally by others with their costly machines. You are looking to stress relieve and from my research, there is a point at which this happens but it is not some tiny microscopic point in time that has to be down to a milisecond. It should be fairly precise in that you want to stress relieve enough and you also don't want to soften the brass down in to the body and web of the case. But there is a time inbetween which is pretty easy to identify and replicate with decent precison. Certainly enough precision for our needs.
I personally use a torch and MAP gas. What is useful is using a torch head with a small, precise flame. This is what I use and it comes with three different torch attachments which are useful for other things in life but the small intense detailed flame is what I use for annealing brass. You can concentrate the hot part of the flame on the junction between neck and shoulder and keep it there consistently as long as you are fairly good dexterity wise.
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I then use a drill, a sparkplug socket and spin the case in the drill while the point between neck and shoulder is in the hot part of the flame. I do this in a dark room and you are looking to remove the brass case immediately (literally immediately) as soon as you see the tiniest colour change in the flame. To begin with, it is worth using some old brass to do it a few times until you get it via trial and error. The learning curve is rapid and easy. The MAP bottle stands on its own and the angled torch attachment means you can just concentrate on holding the drill and removing the brass without worrying about the flame.
As soon as the colour change hits (with a powerful gas torch, somewhere in the region of 3-4 seconds but let the flame colour change dictate when to remove brass from flame) I just chuck them in a tray and do the next one. You can do 50-100 cases in minutes with no serious outlay. Gas lasts forever.
Or you could spend well north of a grand to do the same thing. I think if I was shooting out to 1000yds+ and my life depended on it, then there is milage in going the full hog. I think for most people's needs, you can get away without doing it all or doing it more on a budget. Quality of brass also plays a part. Lapua goes ages both primer pocket wise and neck quality wise whereas some factory brass I have reloaded has been crap. Buy good brass and if you shoot lots and push the range of the cartridge, then I would say anneal as well.