it depends on what youre looking for, if you want to know what your crit percentage is given to you by gear stats, thats on your char screen, if you want to know how much of your damage comes from special crits, or white damage crits, or how much your true crit percentage matches what your gear says you should have then you will need a mod to track a big sample of your damage over a period of time. similarly with your "dps" i am betting people mean what is your damage per second over a period of time, or on boss fights or something, not the dps of your weapon (which can also be found on your char screen)
so if you want to track your damage and see what your damage is over a parse then you need a mod, if you crit a mob while fighting and someone is like "whoa what was that crit" then you can look at your combat log and it will tell you the damage of one crit.
i guess basically, to tell you what you need to know we need to better know what it is the info you are looking for.
hope that makes some sense.