Yes, it's worth buying two different apple trees. (It depends on the variety a bit - some actually need THREE trees to get pollinated! They are sterile, and you need two different other varieties to get them going). Though there may well be other apple trees in the area (this is how mine gets pollinated), if you have space, getting different trees is better. Plus you'll get wonderful, different apples to try.
There are basically different flowering groups, and it's worth purchasing trees that are in the same or adjacent groups. They will be in flower at roughly the same time and you'll get a better crop.
More info here: www.rhs.org.uk/advice/pdfs/applepollinationgroups
It's also worth doing a bit of research because some apples are more suited to wet, cold conditions, while others like sunnier climes. One apple I'm growing at my allotment is James Grieve because it's an older variety that's really tasty, it pollinates other varieties well, and it copes with heavy clay and cold, and we get plenty of that round here!
You know what would be brilliant? Attending an apple day! These happen in September/October and you can go along and lots of different kinds of apples to see what you like. There is a brilliant one near me at Clumber Park, where you can taste them all too! The range of flavours is amazing - so much wider than what you buy in the supermarket (it's worth avoiding some of the supermarket varieties, actually, as they're not the tastiest).
If you have space and are willing to invest a bit of ££ in something special, you could consider heritage varieties - rare apples that are no longer grown because they don't make a big commercial crop. They are often really tasty and you're doing a bit for plant conservation too.