Do you need a modchip when using a CDX?

No, but the region encoding rules still apply - ie you'll need to use SCDConv on games that aren't for you region.
wow i didn't know this whole damn region thingie was this old (1993?) when did they first start with this region stuff (i thought it applied to dvd stuff only)
I think the NES first introduced region locking (in consoles), though I'm not sure about that. Since then it's been the norm for just about every console since.