No, you don’t have to. But in Ontario, you better.
Renewable energy technologies in general and, and solar power in specific, are not yet at a stage where they could compete with other forms energy producing method, in terms of cost of generation. Therefore the electricity you generate through your solar system, will be more expensive that the one you buy from the utility.
This is the core reason why the government of Ontario (and as it is the case in many other countries) offer subsidies in the form of Feed-In-Tarrif programs. If you consume the electricity that is produced from your solar system, you end up paying a lot higher for your utility than a normal household.