personally, i don't use a firewall... simply
because most of the common damage is deterred
through common sense (like opening strange
email attachments, etc).

i used to have a firewall but it ganked up a
few of my programs... and i disliked the restrictions
it gave me in as far as freedom. sure, it may
have protected me from a run-of-the-mill joe
trying to use my pc.... but they also cause
trouble.

personally, imo, if you have a virus scanner,
its enough... (and common sense)... if a hacker
wanted to infiltrate your system... rest assured
that the typical firewall won't do much.

to make a better analogy...

a firewall is like a $60K car with an alarm
parked in your garage in an upper neighborhood.
its redundant... and if a theif wants to steal
your car, he will know how.