as someone who has seen many, many virii infected PCs in my time i wouldn't connect a PC of mine to the internet without a firewall in place. in fact i won't connect a PC of mine to the net even with a firewall until i've installed the blaster and sasser patches (amongst others).
i clean installed one of my machines a little while ago and as soon as i installed the drivers for the wifi card it connected to my WAP and within a minute (and i do not exaggerate) it had contracted sasser. this was with a firewall and A/V software, with SP1 and ALL critical patches upto (but obviously not including) sasser patch. i was about to connect to windowsupdate at the time.

so whilst they are a pain in the arse for tech support (in my experience norton is the biggest pain) they are vital for any PC that has a popular O/S( and thus a target for virus writers )

I only recently started using one, but personally I wouldn't go back to being without one.  I just hate supporting them.

Remember, software firewalls, are not going to protect you against everything and everyone, there are ways around them, so be careful. The only good security is to have a seprate box and have the other machines behind a NAT, like my OpenBSD router, no one has gotten in, no one probably will, though reading through the logs I see that Sasser, Blaster, and various other have been trying to get in (This is why viruses for Windows aren't good for anyone, they clog up your internet connection, you'd think since Microsoft's Windows operating system is so popular they'd go that extra mile on security, but they don't, instead they go an design a new GUI with features OS X has had for years).

Quote (Peaceable Frood @ May 31 2004, 1:43 pm)

Remember, software firewalls, are not going to protect you against everything and everyone, there are ways around them, so be careful.

true, but in most cases a software firewall is enough. if someone tries hard enough they'll get in, but its unusual for some to try that hard for a home user.

my logs are full of attacks on ports 135 and 445, mostly because my ISP is having problems with infected users. as fast as they're kicking infected users, new infected users are joining. it just shows how rife these infections are.

A hardwear firewall would be a extra measure for a home user. But as you say wolf for most home users a softwear firewall is enough.