I think you have to have a LIVE account to access game spy and such, so the answer is yes if your mod chip is active and such. I hope this answers your question and such. LOL
I don't think you need an xbox live account to join gamespy arcade. I just looked and didn't see anything about that.
using gamespy to play xbox through your pc does not require xbox live and will not get you banned if you use a modchip. However this is a hack and does not work with all games (possibly only halo) it is not supported by microsoft at all and is very laggy.
well if you are gonna usee xbconnect you will not get banned. you can playt your backups and have your chip enabled while playing on xbconnect. not sure bout gamespy though