“Do I have to sign up for child support if my ex is giving me wages already, or is it illegal not to make him pay child support?”
There is nothing illegal with working out a deal outside of the legal system for the payment of child support. It is usually advisable to have an order just in case someone changes their mind about paying or custody and visitation. However it is not illegal for two parents to decide between them what support and visitation schedule is best for their child and never actually go to court.
If you ever receive public assistance, the non-custodial parent will be pursued for support, whether you want that to happen or not.