Every crewed spacecraft has a heat shield of some sort. When you enter an objects atmosphere, and it is thick enough to produce a good amount of heat during entry or re-entry, like Earth, Venus, Mars, and more, you are going to need some sort of heat shield.
There are 2 main types of heat shields (these are the most common ones), ablative heat shields and heat shields that absorb and contain heat. Most spacecraft, including the ones that took people to the moon and back, in 1969-1972, used ablative heat shields. An ablative heat shield consists of a type of material, when exposed to extreme heat temperatures, turns into a gas and carries the heat away. Obviously, these cannot be reused easily because a good fraction of the material would have ablated away due to re-entry. Since The Sun has energy and releases a ton of it every second, the heat shield would be exposed to energy emitted from the sun. This is why they often spray a protective coat on the heat shield that can reflect as much sunlight as possible before re-entry to prevent as much material as possible from ablating away.
So yeah, ablative heat shields seem pretty reliable, but what about that other type we mentioned before? This type of heat shield, well, doesn't exactly have a name. It usually consists of many different heat shield tiles which instead of turning into a gas when exposed to high temperatures, absorbs heat and contains it. The Space Shuttle used this kind of heat shield, and consisted of silica tiles, made from pure quartz sand. This heat shield protection had prevented heat from reaching the aluminum-skinned orbiter part of the space shuttle, what most people like to call the actual Shuttle. Yes, the white spacecraft that sort of looked like an airplane.
Well, which one is better? They are both good, and pretty reliable. They can both average somewhere around the same price, because depending on the type of material you use, you can't really say one cost more than the other. Reusable heat shield tiles that absorb heat are better because they can easily be reused with minimal refurbishment, and are simpler in most cases.
The conclusion is, without a heat shield on your spacecraft, you will not survive the brutal heat from atmospheric entry on Mars, and most near Earth sized planets with an atmosphere like Earth's.