I don't have a sponsor, and I've been doing my Step Four work once a month at an Al-Anon meeting that meets on Tuesday nights to go through the "Blueprint for Progress" book. This month's topic is anger, and I haven't started going through the questions yet, but I know I'll have a lot to talk about.
Talking about things with a group helps me a lot, especially since listening to other people's views on the meanings behind each question opens up more things that I never thought about before.
I did have a sponsor at one point, but the relationship didn't work out, and so right now I'm more comfortable not having one - I want to make sure I don't make the same mistakes choosing one this time around. In the meantime I do have a very close friend in the program, who joined around the same time I have and has many of the same morals that I do, and so I do have someone to talk to should I get stuck on something and need some outside perspective.
I also have my own therapist, who has experience with addiction, and is constantly giving me new things to think about.
In essence, I feel like I have everything I need from a sponsor, just spread around different people/groups rather than centralized into one place - I feel more comfortable that way, especially since I don't have all my eggs in one basket.