Current limiting should be used almost 100% of the time when dealing with LED's. A power supply that says 3.3V @ 20mA does not mean it will only put out 20mA, this depends on many things.
You should try to avoid running NO current limiting resistor, even when it works fine without it. Lower power LED's are generally not binned, and ideally you should do this yourself. You want to closely match the vF on the LED's so that they all turn on at the same voltage, all want to take the same current at the same voltage. Avoid running more than one LED in parallel, since its not guaranteed that they will split current evenly. 30mA into a LED rated for 20 generally means a short lifespan. They are extremely sensitive devices.
Even if you have a well-regulated 12.0V supply that never moves from 12.0V, you should still use a resistor. You want to have sufficient resistance so that minor voltage fluctuations do not impact the current much. The more power you dump into the resistor, the less voltage fluctuations will impact the current being fed into the LED's. If you determined the vF for all of your 4 LED's to be exactly 3.4V @ 20mA, and you planned on putting this series string of 4 LED's in a car where the running voltage might be 13.6 or 13.8V, you would not need much, if any resistance to limit the current to 20mA. However, a minor voltage swing will have a substantial impact on the current being driven through the LED's, since the resistor is not dropping any real significant voltage. In this situation, its best to actually run 3 series LED's so that you can put a higher value resistor in place, which will allow for better current regulation on voltage transients.
The better the voltage regulation is, the less this is needed, but a resistor should just about ALWAYS be used. You have to ask how many you want to run, and what you want to run them off. Binning them yourself for vF is the best way to go, you just need a well regulated CC source, or a LED tester. If you only want to use a single LED off 12V+, it won't matter much, as the resistor will be in the 300-500+ ohm range. If your wanted a large array, better have tight regulation if you don't want a string dying quickly.
To put it simply, LED's don't have a 'voltage' that is just what they take. TYPICALLY White LED's run around 3.2V, but most of the cheap ones you get from China tend to be 3.4-3.6, and can swing .2V or more in a single batch. You look at what they claim it to be, than you need to characterize the batch yourself, to make SURE they are all closely matched, throw out duds, and ensure the colors are all closely matched as well. With high end, or high power LED's, this is generally done for you already, but it still won't hurt to bin them yourself into tight vF groups. You generally don't care much about vF, its just a voltage used for calculations, and lower is better, but you limit current, not voltage.