Do you write or say "it goes without saying," "needless to say," and "not to mention," and then say or mention something immediately afterward? Yes? Then we need to talk about the concept of words and their meanings.
People use this unholy triumvirate of phrases—which make my eyes simultaneously roll and glaze over—with maddening frequency. It's as if they get a frisson from dropping them into their writing or conversation, as if they're flipping the bird to Strunk and White. Now, if these tropes revealed some flash of cleverness, all would be forgiven. But from my standpoint, they don't deliver the rhetorical flourish people seem to think they do.
Instead of writing "not to mention," you could simply use "plus." That way, you save space and, as a bonus, you don't look like you have a comprehension problem with words.
But the more egregious linguistic felons are those folks—many of them professional writers who earn much more money than I do—who sprinkle "it goes without saying"s and "needless to say"s in their prose, and then say something—directly after they indicated they wouldn't. WHY DO THIS? Simply say what you want to impart to your readers without the nonsensical preamble. Otherwise, you're doing extra work that diminishes your writing.
My eureka moment with this subject occurred during my freshman year at Michigan State University. My composition prof—whose name I've forgotten, shamefully—called me out in an essay after I wrote, "Needless to say..." and then fucking said something, like a goddamn rube. In the margins of my paper (this was 1981, chillun), she asked, "THEN WHY DID YOU SAY IT?" Bless her punctilious heart. I have not failed her since then. May I gently suggest you heed her sage advice, too?