no you do not. In Texas you may carry a handgun in your vehicle even if it's loaded. You do not have to have a permit. It is required that the handgun be concealed: NOT in back window, on the front passenger seat, etc, etc.
This only goes for TX obviously, and it is important to make sure the weapon is concealed which many people prefer to do in their glove box, under their seat, in their center console, etc, etc.
www.handgunlaw.us is a good website to check out. click on texas