Chris, I have seen them hung without shims, but it's not a good idea; that leaves the jamb too dependent on the edge of the casing for stability.
Use as many shims as needed to pretty much center and level the door in the opening; if you don't your casing will not cover on the opposite edge. Personally, I use 3/4" full width (of the studding) plates about 6 to 8" long nailed to the hinge side of the rough opening to start with; this provides a more solid base. Then shim on these plates only as needed to level the hinge side of the jamb. Then work your strike side of the jamb.
Use a minimum of 3 shim points up each side, and nail through your shims at these points.
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