You don't _have_ to. You can root your iPhone and log all packets sent from the phone, and block out any stuff going to Apple (turn off iMessage, iCloud and Siri). For downloading apps etc, you can do that through iTunes and sync your iPhone using a cable.
You might be able to do this through a self hosted VPN too. Just setup your own Great Firewall that won't talk to apple. That way you don't have to root your phone. Not sure how much control you have over which traffic goes over a VPN connection though. And this might block your iMessages haha.
