I don't know much about Ancient Egypt, but nearly all ancient societies had slavery in some form. That said, there's no good reason to take the Bible's assertion that the Jews were pressed into slavery to build them (or is that just The Prince of Egypt?) at face value. From a quick Google, it looks as if the pyramids were built before the Jews came to Egypt, and by people of reasonably high status - they had good housing, were fed well, and were buried in stone tombs when they died. That makes sense, when you think about it - cutting stone that precisely and operating the machines to move it is skilled work; not something that you can just whip somebody into doing. Now, that doesn't actually rule out it being done by slaves, but it does invite us to consider how we view 'slavery' and 'freedom'. In many ancient (and quite a few relatively modern) societies, it's been possible for slaves to rise to quite high positions of wealth and status, even while remaining enslaved - the Trimalchios and Tiros of Rome would be one example, but so would the Ottoman eunuchs. Also, as you've touched on, 'free' people can be compelled (by force or simply economic necessity) to do things that they don't want to do by arbitrarily powerful rulers. In the absence of anything actually written down telling you who is who, then, it might not always be straightforward to tell the difference.
'Need for slaves' is another interesting one - do societies only take slaves because they have no other choice? Was the only thing motivating Calhoun to spit fire in the Senate a lack of free labour in the South? Personally I doubt it.
