When do you want or need a WDH and/or brake controller?

Things like licensing, yes. Things like equipment, no.

If you live in a one tag state and drive through a two tag state, you are covered. If you are double towing in a state where it is legal, and cross into a state where it is not legal, they will ticket you. Trailer brakes fall into the equipment group. Of course, it is harder for the highway patrol to tell if you don't have trailer brakes than if you are double towing.