Many techniques have you cook the bacon on a wire rack that fits in your baking sheet. I tried this technique multiple times and did not personally find that it yielded bacon that was any better. While I expected the bacon made on a wire rack to be crispier, I did not find that to be the case and so I do not use one nor do I think it's necessary for you to do so. There is, however, a potential health benefit to using a wire rack, which I'll cover below.