Sp is needed to lvl faster. There are ways to get fast sp (ongfarm is the most known way), but there are other alternatives.
Yes you do get sp while grinding, but it is not enough to max out your skills every new lvl you gain (on a 0/1 gap), with a bigger gap it will work but then you will lvl alot slower.
There are ways you don't have to farm, by like going pure fire/ice wiz or something.
Just use
http://www.nivlam.com/euro or
http://www.nivlam.com/char to calculate how much sp your build needs and then use
http://www.nivlam.com/sp to determine when to gap and when to close your gap.