Do Stepper Motors need "Drag?"

I am converting a mill to cnc with Dan Mauch's 5 amp boards and his
521 oz-in stepper motors. I plan on using a 2:1 reduction from the
motors to the screw. Software, probably Master5 from Art Fenerty.

I have heard that steppers need some load, or "drag" resistance to
operate happily, or they will tend to overshoot their steps. This may
be less of a problem with Mariss's 10 microstepping gecko drives, but
the boards I have only do full or half step. Someone actually told me
to install some little friction brakes on my x and y axes, so that
the motors don't overshoot. This person mentioned that it would be
less necessary if I used a pulley/belt reduction, presumably because
this adds some friction, or because losing a step isn't is big a
problem???

And related, would be a choice between ballscrews or leadscrews with
anti-backlash plastic nuts. I know ballscrews are about 95 percent
efficient (they won't even stay put unless locked), and leadscrews
are closer to 50 percent, but has anyone got a suggestion there? The
leadscrews would certainly provide a built-in drag force, if that's
needed (and not pure bunk).

Thanks all, Tom Kay.