Yeah, it depends on how similar the base is. If you have issues then you won't get support unless you did a wipe, and rightly so, since there's no way of telling what problems incompatible data might cause (I've seen some pretty odd and unlikely things in the time I've been here). So wipe first is always the clean and safe way.
Having said that, you can often get away with it if the bases are similar enough. Your call, but if there are any oddities and you didn't wipe first, do wipe and try again before you blame the ROM.