As I understood the film, Ronan’s beef with Xandar was that he was bitter about the peace treaty his race had signed with theirs. He did not want the war between their people to end; he wanted vengeance on them.
As such, he didn’t want to just achieve the destruction of the planet’s inhabitants in the quickest, most efficient way possible. He wanted to stand before the populace and see them tremble before his might, and then kill them. Arriving in a big scary-looking ship gets you more attention than flying in solo.
And as you say, he’s also extremely powerful. He’s already killed many people personally (e.g. Drax’s wife and child), and now he possesses (and is actually capable of wielding) an Infinity Stone. He’s pretty arrogant at this point — he was confident enough to threaten Thanos.
He doesn’t think anyone stands a chance of stopping him, so why bother with strategy or trickery? Xandar is pretty much just the first step towards him conquering the galaxy. All he wants to do is walk in and lay the smackdown on them.
(One last point — if you’re asking practically why does he need a ship to travel to the planet, it’s not clear that the Power Stone gives the bearer the ability to fly through space unaided. He may well have actually needed his ship in order to arrive at Xandar, at least in any reasonable time frame.)