Hex wrenches, or Allen wrenches as I always have called them, aren't needed for every bike, but if you need them and don't have them you're basically shit out of luck. You can get a set of these style wrenches from just about any retailer, but I'd suggest buying the Tekton long arm ball end hex key wrench set pictured above. (Note: All links are affiliate and when you click on them, and purchase something from Amazon you're helping support Wind Burned Eyes.)
I've used TEKTON products in the past and their always of high quality. This particular set has both metric and standard wrenches and puts them in a handy little carrying case. You could keep these hex wrenches in your tool box or in your bike's tool kit without much issue.
The chamfered ends of the wrenches help make getting the wrench in place easy, and the ball hex end on the longer side of the wrenches allow up to a 25-degree entry angle to reach tough to get to places. If you're bike has any bolts or screws requiring hex wrenches, I suggest you get this set. They'll get the job done easily and at about $15 bucks, you can't complain.