Need (to)

When should I say "need" and "need to"?

What is the difference in the sentences :
"I did not need to go" and
"I need not have gone"?

The first sentence:

"I did not need to go"

Suggests, that the person did not go, they changed their mind about going.

The second sentence:

"I need not have gone"

Suggests, that the person went along, but found out that they did not need to go.

I think there may also be an explanation in present, future and past tenses.

I have tried to give an explanation based on 'meaning', or rather than 'grammar'.

So, this is quite an interesting example, of how grammar effects meaning.