I use Kasperski Anti Virus, Spyware Blaster for passive malware protection on the browsers, scan with MalwareBytes & Super Antispyware every few weeks, and I use a router with a NAT. The only firewall I have is the one provided with Windows. I've never used a 3rd party firewall. I also create an image of my system partition several times a week (don't overlook the security protection provided by backup images!!).
So to answer your question, if you feel it's worthwhile, then it is. If you're behind a router and use Windows' firewall, it's probably not needed though.
