Absolutely not. The majority of forms in most applications are dialog boxes. A dialog box is a modal form used to gather data from the user. A dialog box is usually of a fixed size, which means that its border style is set to a style that can't be sized. With a fixed-size form, you don't need to worry about anchoring or scrolling.
If the program will open many instances of the same type of form, it's a candidate for an MDI interface. For example, if you're creating an image-editing program and the intent is to enable the user to open many images at once, MDI makes sense. Also, if you'll have many forms that will share a common toolbar and menu, you might want to consider MDI.