The first thing you need to realize is that cement board, tile, and grout are not waterproof. You will need something to keep water from penetrating the wall. There are several options. Kerdi is one of them.
I have used Kerdi before and I found it easy to use. Make sure you use unmodified thinset though, it won't adhere very well to the cement backer board otherwise.
For your situation though, is your bathtub a shower and bathtub combination, or is it just a bathtub? I think it would be an overkill to use Kerdi over your cement backer board if your bathtub is just a bathtub without a shower.