No you do not have to put your address on your personal checks if you do not want too.
In fact you can have only your post office box address printed on the checks if you have a post office box.
Having your house address on your personal checks may lead to identity theft so it's best to avoid putting your home address on the checks.
Just make sure you have your name and phone number on the checks or they may not be accepted.
However you are not required to have your address on the checks and if some merchant requires your address on the check you can use a pen and write your address on the check and it should be accepted.
You can also just put your initials and not your full name or address on the checks and most places will accept it that way as long as you sign the bottom of the check with your full name and show your ID when using the check.