No VPN - no security appliance?

Nah, nothing is "really" needed, you can get by without seatbelts also, till you hit a truck head on going 70. You also don't need backups of your files, till your hard-drive crashes and you lose your files.

Not sure what you mean about a security device, but you would at least want a router with a firewall in it. You may not need a $5,000 hardware firewall though.