Depends upon the type of traffic and the attack. If you are just wanting to completely isolate the outside access to resources on your network (such as trying to prevent people from getting into your persona files) then setting up a DMZ might be good as it completely isolates the public access to a whole different network from your own. However, some network attacks like a DDoS is not going to really benefit from having a separate DMZ network zone configured. You only have a single network connection, and that's being bombarded with requests, then everything goes down still including your home network.