Mark,
Wind will bring down an un-staked cage with either det or indet tomato plants. Too much of a "sail". Peppers on the other hand, will probably be OK without staking if you drive the 4 legs in deep into the ground. In any event, pounding a 2x2 through the cage and into the dirt is cheap insurance, to not walk out one morning and see your plant laying on the ground.
Raybo