If you are just looking to get your device "installable" on an end users system without warnings or signing errors you can create catalog files for the INF installation and sign them with your code signing certificate. The downside to this is that you have to distribute and install the certificate to your users' machines as a trusted publisher before trying to install the device through it's INF.
Alternatively running through the WHQL HCK tests will require that you acquire test logs (for each OS) and submit them to Microsoft for a fee to review and provide a WHQL signature on CAT files created through the HCK submission process. This route is the cleanest for the user because it requires no certificate distribution and also proves that your device passes the WHQL HCK tests.
So the answer depends on what you are trying to do and who your target audience is. I would opt for the WHQL route if you can afford it, as it provides the most benefit for the end users.