The [Falcon 9 rocket](http://www.spacex.com/falcon9) first stage leaves the atmosphere, reaches about 140 KM max altitude, and then reenters without a heat shield. So no, **heat shields are not strictly necessary for sub-orbital reentry.**

See [this terrific Yourtube video](https://www.youtube.com/watch?v=_UFjK_CFKgA&feature=youtu.be) which actually shows a Falcon 9 first stage perform the reentry maneuver.

![Falcon 9 reentry][1]


  [1]: https://i.sstatic.net/nJNUG.png