SQLDeveloper Installation: do I need to use tnsname.ora? do I need an oracle client installed in my local machine?

Answer is: no.
Basic Connections 
You can connect to a local or remote Oracle Database instance by using the Basic connection type. Basic connections do not require any other Oracle software to be installed on your machine— you don't need an Oracle home nor tnsnames.ora. Right-click the Connections node in Oracle SQL Developer's Connections Navigator, and click New Connection to open the New / Select Database Connection dialog box. All of this column's connection examples start from this dialog box.

To create a basic connection for the HR schema, follow these steps:
1. Enter HR_ORCL for Connection Name . The connection name is an arbitrary alias; conventionally, it's a combined username and database name.
2. Enter hr for Username , and enter the hr password in the Password field. (If you check the Save Password box, the password will be stored as an encrypted file on your local machine.)
3. Select Basic from the Connection Type list.
4. Provide information for the following settings:

• Role: This is the set of privileges to be associated with the connection. Accept default for this connection. 
• OS Authentication: Leave this unchecked for this connection. 
• Proxy Connection: Leave this unchecked for this connection. 

• Hostname: This is the host system for the Oracle Database instance. Enter an IP address, a machine name, or localhost (when connecting to a database on the same machine as Oracle SQL Developer). The default is localhost . 

• Port: This is the listener port for the database. The default port for Oracle Database is 1521. 
• SID: This is the system identifier, such as orcl (the default for Oracle Database 10g and Oracle Database 11g) or xe (the default for Oracle Database 10g Express Edition). 
• Service name: This is the network service name of the database. Select either SID or Service name.

 5. Click Test to validate the new connection. Figure 1 shows the dialog box after the connection has validated successfully.

more detail, please refer to:
http://www.oracle.com/technetwork/issue-archive/2008/08-may/o38sql-102034.html