I don't use a firewall on my home gaming system and never had any problems. I am behind a router with only certain ports opened up.
I only run spam/malware utilities maybe once a month and my antivirus only does antivirus, not a suite or anything like that. I RARELY ever have any problems.
It all comes down to how paranoid you are about someone getting in your system and/or how careless you are with security settings.