Sill Pan for Exterior Door - Importance VS. Requirement
The Code does not require a sill pan for doors or windows. 

However, I live in a high wind area and wind will drive rain up hill between every crack and crevice in siding, thresholds, etc.  Here it would be silly not to use a sill pan, but we use a one piece stainless steel pan AND set it in roofing mastic. We even use it at deep overhang areas like porches, because the walls, windows, doors, etc. are washed from time to time.