Getting into the minds of your characters?

I'm not saying that you have to use ***, -----, or **** to shift POVs, but if there's any confusion then making the shift explicit clears things up.

There's a book I read many years ago that has several different POVs, including a first person one, called Spell of Catastrophe. Interestingly it (and the rest of the series) is now available online legally and free (the author knows that no more copies will be sold and just wants to share part of his backlist) at http://www.mayerbrenner.com/download/
It's a fun book, with many, many switches of POV to hide something that is easily overlooked - the person giving the first person account never names himself. Not only that, but no one calls him by name and no one seems to notice he lacks a name - at least until t he end when one of the more powerful wizards (Maximillian the Vaguely Disreputable) comes out and asks him. Since there is no spanking in it (and it's a long read, part 1 of a 4 part series) I'll give the spoiler for what happens then:
"What is your name?" Max said, using the Voice of command.
A shudder ran up the guy's body. He made a gargling sound in his throat. "I -," he said, "I, uh, I - augh!" His head flopped to the side and started to jerk.
"All right, forget it, relax," Max said, dropping the Voice, "there's no time for this anyway. Didn't it ever occur to you that somebody'd slapped you with a spell of namelessness?"

---
Which comes as a surprise after all of the skillful switches of POV. That series might not have sold well, but the author has some serious licks in the writing department.
As a further aside, Harry Potter is a minor character in that novel... No, not THE Harry Potter, a character just happens to named Harry Potter in this book that was published long before Rowling put pen to page.

To get back on topic, if your readers can follow your shits of POV without you signalling it with ***, then that's wonderful. If you think there's going to any confusion, then use something to tell the reader "Hey, there's a shift here".

Anyone who can name a character Maximillian the Vaguely Disreputable deserves to be more widely read. I shall review my character naming policy immediately. Goodbye plain Jane, Hello Princess Janina the Rather Callipygious

It may be an annoying habit, but there's no need for that sort of language!

Darn - I hate not proofreading. Of course I meant "shift of POV", and for some reason the f wasn't there...