Is there a type of shingle that you do not need a tar paper underlay??

morris is right. Felt is not necessary. If the shingles don't leak (any type of shingle) the felt is not needed. The best thing about felt is having it in place on the decking in case it rains before you have time to get all the shingles installed. If there's a chance that an inspecter will see you installing the roof covering without the felt, you should use the felt.