Folks, I know a guy who came with out a sponsor letter back in 2002. He was 19 years old dude and was preety smart as well. I heard he lives in Colorado area and goes to school but on the other hand i also met a guy with sponsor letter and stillw was denied visa with DV lottery,This guy came to pick up his document and I asked him what was the reason and he said his sponsor didn't have enough money in the bank account. So the thing is it all depends on their (consular) mood. It might be a cause to denial as well (if you don't have a sponsor letter) so there is always good to have I -134 form filled out and sent to them, Just to be on safe side. hope this helps