If I have family-sharing do I have to buy everything through it?
Once you have family sharing turned on all purchases that aren't covered by a store-credit get billed through the shared payment method which is one charge card entered by the "Family Organizer" Apple ID.

Quote from the Apple Support article:


  After you set up your family, any time a family member initiates a new purchase it will be billed directly to your account unless that family member has gift or store credit.


As a workaround @bmike recommends purchasing a gift card and/or refilling your iTunes balance so that no purchase ever is made on anything but store credit. 

Discounted gift cards can be found at Costco and you can also store your iTunes account in iOS wallet app and recharge it at Apple Retail Stores.