An MS is not necessary to start a PhD program, although doing an MS first may help you out in a PhD program if you feel your research is lacking or if you feel your undergraduate course work could have been stronger. But if you feel ready for a PhD program you should make the jump, just know what you're getting into, it is a huge commitment.
Personal Anecdote: I went straight from B.S. to PhD and during my first year Quantum Mechanics course there were two guys in the class coming in with an M.S......and they were much better prepared than I was Lol.