If I already set SSL for my application server, do I still need to set HttpOnly for the cookies?
Yes. The two flags have nothing to do with each other (both are security/privacy options, though)
"Secure" means that the cookie will only be sent over encrypted connections
"HttpOnly" means that the cookie will not be visible to Javascript
You could still have XSS on an HTTPS page, for example (and then an evil script could eat your cookie).