CCD and CUE files contain extra information about the CD image files (such as timestamps for audio tracks if there are any). SUB file contains the subchannel data. That being said, if you only load the ISO file and the game has CD tracks for background music, you'll get no background music, since the ISO contains no CDDA audio data.
If you are using ISO files or any other image files directly with the emulator, the extra files aren't really useful, but if you plan on mounting said CD image file(s) to a virtual drive or burning the burning the ISO to a disc, you need these these files if the CD image requires them. Not all CD image formats require these extraneous files. Subchannel data is needed when if you want to burn 1:1 copies.
I say keep them, because they aren't that big anyway.