I could never skip the shampoo. I had to once, because we were up at our cabin (without electricity or water), and ended up staying for like 9 days, so I had to wash my hair in pure water being poured from a saucepan. My hair felt worse after each wash, and like Alex says, it itched horribly.
I've been considering trying baking powder and apple cider vinegar instead of shampoo, though. I've had it recommended from about 3 or 4 people, and they all have spectacular hair. Might be a conincidence, of course, and I can't help but find it kinda weird, but I figure it may be worth a shot.