We did not get bumpers. The sets that you see in the store has a whole bunch of things you are not supposed to put in an infant's crib, so we just got sheets.
We were fine with the setup, and would often go to wake her, finding her in the crib, up against the rails. This definitely helped reassure that we made the right decision for us.
Fast froward to 6 months old... DD is now moving more forcefully, scooting and such, and has woken herself up by 2 things. Bumping her head on the rails, and launching her pacifier out of the crib, so she can't get it back in her mouth. We just put bumpers in last week. I know she is very good at pushing away from things, so I do not worry about breathing. She sleeps so much better now, and when she wakes, she like to look at the fish and try to touch them.
Go with your gut. There are options, just make sure you are comfortable with whatever is best for your sanity and safety.