Basically, the THX certification is something manufacturers can seek for their products, and in order to get either THX Select 2 or THX Ultra 2 certification the products have to meet a set of technical criteria, and pass some testing procedures.
As THX puts it,
"Certification begins during the initial product design phase. Every
product detail is meticulously mapped to THX standards. And THX
engineers spend countless hours testing and analyzing products in
laboratory and home theater environments to ensure quality, usability
and compatibility that's worthy of the THX name."
In addition, the THX certification brings with it some extra THX-developed reprocessing modes, which can help the sound of some movies, notably in the area of dialogue intelligibility.
Some manufacturers feel this is more important than others, and of course it has cost implications for a manufacturer, so some choose only to seek THX certification on certain products.
Whether or not you need this 'stamp' is really down to how much importance you place on the THX certification, and how much you like the THX reprocessing.
However, it's worth noting that for 'the THX thing' to work properly, you should really have a source component and speakers also carrying THX certification.