I think that it depends.
If your cassette has 7 or fewer cogs, when you calculate the spoke lengths, the drive side spokes will generally work out to be 1mm shorter than the non-drive side. My rule of thimb is that spokes 1mm long or shorter will work. In that case 1 size works.
If your cassette has 8 or more cogs, the wheel generally has to be dished more and the recommended drive and non-drive spoke lengths usually vary by 2mm. If that's the case, I'd go for two different sizes.
Building a wheel is a fair amount of work and a main reason for doing it is the personal satisfaction of doing it yourself and achieving the best result you can. It's kind of stupid to jepardize that by cheaping out on buying spokes.