"He goes, I go."
In this case, would "yo voy" really be necessary or would "voy" suffice? I thought the conjugation was enough for most verbs.
From what I know of Spanish yeah, you could say "Él va, voy." But it makes more sense with the pronoun, just to be clear that you're talking about yourself in the second part. It's more of an ease of understanding thing than technical correctness.
I like the minimal construction: "va, voy" also. Though I certainly understand how the sentence emphasizes the pronouns, and so I can see why you might want to include them.