The short answer: You only need to use an alpha channel if you need transparency in your image.
So in this course I bake out each rock’s maps individually. But in this lesson – https://cgcookie.com/lesson/consolidation-export/ – you’ll see how I consolidate all the individual maps into one master Normal, one master Color, etc. Having the alpha channel on each individual bake made it easy to combine them all together over an appropriate color background. Then I saved out the final version of each texture without an Alpha since the rocks aren’t transparent at all.
