Dragons do need UVB lighting to make vitamine D3. If they don't produce Vitamine D3 they can't process calcium. Without calcium they will die a slow and painful death.
The mercury vapour bulbs are great as they provide a high amount of UVB rays and produce heat so can double as a basking light. Just keep in mind these bulbs have to be at least 18 inches above your dragon. Flourscent tubes can be used instead of the bulb but they do not produce as much uvb as the mercury vapour bulbs but are about half the price and tend to have a longer life. (seems mercury bulbs have a tendency to burn out fast but the warrenty of them makes replacements easy enough). When the bulbs don't have any defects due ot being manufactored by hand, they last for up to 2 years .
Natural sunlight is great to have, but dragons need about 2-3 hours of natural sunlight a week. Half hour a day would be best. Proper suppliments also can ensure your dragon stays healthy. Make sure you dust insects once a day for babies, once every other day for juveniles and about two to three times a week for adults. The dust should consist of calcium with D3 and a multivitamine.
A search here on the forums on UVB should bring up alot of previous discussions on them, including links to a more indepth explaination about how UVB works and is processed by reptiles. Unfortunately I can't recall the link off hand to post it here.