You do not normally encrypt data with RSA. What you do is that you encrypt a random key with RSA, and then you encrypt the data itself with a symmetric encryption algorithm (such as AES), using the random key. This is called hybrid encryption. The main reason why this is so is because RSA encryption is very limited in size: with a 1024-bit RSA key, you can encrypt at most 117 bytes, no more.
So, there is necessarily some symmetric encryption in the process (unless you are doing it wrong, or the data to encrypt is very short) and that part should include an integrity check, which is what GCM or EAX provides along with the encryption.
Anyway, regardless of the way you encrypt the data, you need an integrity check and RSA, by itself, will not provide it. Since assembling several cryptographic algorithms is a difficult task (it is easy to get it wrong), you really should rely on a library which does the work for you and has been reasonably verified to do things correctly (e.g. GnuPG).