A doctype defines which version of HTML/XHTML your document uses. You would want to use a doctype so that when you run your code through validators, the validators know which version of HTML/XHTML to check against. This page provides a good overview:
Don't forget to add a doctype
Common doctypes you can use are listed here:
Recommended list of DTDs
Which doctype you should go with depends on the code you're using, but to get an idea, try running your code through the W3C validator and use the Document Type drop-down menu in the "More Options" menu to try different doctypes out.
W3C Markup Validation Service