Exactly. Just experiment. I don't own a camera flash and my camera doesn't have an in-built one either. I've never used a flash for any of the pictures I've taken with my DSLR. There's been one time when experimenting with high speed photography that I could've used one, but I haven't tried that again since, so buying one for that would've been a waste.
I'm perfectly happy to stay away from taking flash photography.
Obviously I don't sneer at the people that do use it, it's just not for me.
I do have, for the most part, very fast glass though.
Just experiment with ISO and shutter speeds and I'm pretty sure that you'll be able to find a very happy medium that gets you the results you want.
Mark