Hello Riad,
The Foobla Bridge would be necessary with PHP List to synchronize your Joomla registered users.
An example would be, a user registers on your site and would be able to apply for your newsletter - this would likely be a Foobla module. This user would then be added to a certain list/newsletter in your PHP List as Foobla will take care of users synchronization with PHP List.
When you would use PHP List without bridge (surely possible) - you would not have a Joomla User synchronization with PHP List.
But again, maybe you don't want that. Maybe you do not want users to register and become a Joomla user. And maybe you only want them to apply for your newsletter and have PHP List autorespond on that. The risk in using PHP List stand alone. I cannot think of any.
How to proceed: Install PHP List and get your first list/newsletter running!
CB - Community Builder - Is it necessary. That depends on what you want to do with it. It does offer an extra layer of nice Joomla user gadgets and options such as extended registration forms, user can write their own blogs and much more. CB will offer a community feel to your Joomla website if used properly. Although CB can be a very time consuming component to set up the way you would like it.