When it comes to disc-based games, having a manual is essential, unless the game never included a manual to begin with (a disappointing modern development).
I'm more flexible (or should I say, "pragmatic") when it comes to cartridge-based games. For some systems, such as the VCS, I've tracked down manuals for nearly every game I have. For other systems, such as the SNES, I couldn't care less about having manuals.