Sure, just take a look at Franklin as one example; apparently never uses a grate and he seems to be pretty successful. That said, I do think some kinde of grate or rack helps the fire breath better so I'm a fan on using one.
I tried that in my smaller offset. I was losing embers through my grate and wanted to see if it would keep the coal bed more in tact. After a test i determined expanded metal is,the way to go. A larger pit it may be fine but on my ok joe longhorn any gain was lost due to ash build up. It can be done but if your not running something large id go pick up some expanded metal when you can.
A roast rack works too. You can bend some cheap expanded metal over it to hold smaller coals. In mine I rarely use briquets to build the base as they ash too much. Use lump or just get some smaller wood chunks going.