should you crimp 30-30 Winchester cartridges? The bullets have cannelures and the bullets seated so easily I am a little worried about the bullets sinking in or coming out of the cases.

If your shooting out of a single shot no, if so then defiantly. Tube mag spring will sink them either flush with neck or against the powder.
Besides, most powder like some pressure before the bullet moves to get good ignition. Often, powder can chase the bullet down the barrel from the primer moving the bullet out of the case before good ignition.
Roll crimp it. Rumors has it if your running a fast powder you can get away with enough crimp to keep bullet held in place while slower powder to lock it tight enough to not accordian neck or damage bullet.
I've used a taper crimp on my 45LC lever rounds. Worked fine for a bout 7 rounds in tube but anything over that and a couple of fired shots was pushing bullets into case.

I crimp all mine with a good crimp. As stated the tube feeding puts compression on the whole cartridge. If you are not sure if it is a tight enough crimp here is a simple way to check. This also works with revolvers. Measure and mark the length of the first round put in the gun. Shoot all but the last shell and measure it. If it has moved the the crimp is not tight enough. This is what I have done and it has workes great. I also hear the Lee factory crimp die puts a hell of a crimp but I dont like how it marks up the cases.

I use the Lee factory crimp. It does a taper crimp on 30-30's (roll on 45 colt).
You can adjust the amount of crimp. I haven't noticed any marks left on the brass from the Lee crimper.
If the crimper jaws get crud on them, then you'll get marks. Once in a while a stray sliver of lead (from pressing the bullet in) gets there. If you see it, clean it out with a cotton swap and you're good again. (That could happen with any crimper or die: dirt = marks on the brass)

yep I bought the Lee Factory Crimp Die, seems to work alright, I need to test fire the gun now!

Yours don't look like this?

no, but I didn't anneal my cases either. You almost can't tell the difference between the crimped and non-crimped cases, definitely no visual indication like the groove in the picture.

I should have mentioned, isn't this what the Lee FCD do to the cases? It was in response to adidisguy. I have lever used a FCD and this is why. Im sure they hold real well but not a fan of the marks for some reason.

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if the lee FCD is set right
it can give any where from a mild crimp to pressing into the bullet. all in how you set the die i have never had problems and prefer them to other crimp dies. crimping is only used to keep the bullets from moving. which can cause a rise in chamber pressure with close to max loads this could cause an over pressure and be un safe all rounds to be used in a tube magazine should be crimped. recoil can cause bullets to move too. rifles or revolvers can have this problem most reloading manuals have more specific information per each caliber. and strait from the lee manual the lee factory crimp die dose not need a crimp groove

"a necessary control in all metallic ammunition is that of bullet pull. the amount of force needed to pull the bullet from or push the bullet into the case has an effect on ignition, velocity, pressure, and accuracy from the ballistic side. on the user's side, bullet pull also has to do with good functioning.

a .30 cal. bullet, diameter .3085 inch, bullet pull 100lbs., starts to move as the chamber pressure moves past 1338 p. s. i. "
from George Frost's book Ammunition Making

all factory ammo is crimped

I test fired a box of the cartridges I loaded up, after firing each shot, I checked the ones in the magazine for signs of bullet movement, all was good.