I probably SHOULD. But I am behind two NAT routers (a DSL modem followed by a wireless router), and although I know that's not as effective as a true firewall, it still blocks most of the dangers of a completely open connection. In any case, yes you should use one.
As for the concerns about viruses... well user discretion blocks the vast, vast, vast majority of those.
A firewall is really more to keep people (aka malicious hackers and the like) out, not viruses so much.
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Religion: Apathetic agnostic
Political Affiliation: Independent