Radio harness for Chevy Cobalt 2007?

I'm trying to replace the radio in my Chevy cobalt 2007 because it doesn't work. I have been told I need a radio harness for it. At Best Buy it was $99… I know they are way cheaper. Have replaced a radio in my old car which was a Honda Civic and I don't remember much about the harness, but if I got one it was pretty inexpensive.

I have been searching and all the ones for Chevy cobalt 2007 are super expensive, more than I'm willing to pay right now. My question is, do I NEED a harness for replacing the radio? Or is there any place I can find them cheaper?

Crutchfield.com has them also

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