IMO, that depends on you. Do you know what a firewall is and how it works? (By which I mean "really know something about TCP/IP", not just "a firewall protects me".) If the answer to that is "no", then I think that running a software firewall only tends to cause as many problems as it solves, and tends to hog system resources or otherwise be obnoxious as well. If the answer is "yes" or "no, but I'm interested in learning and will take the time to do so", then I would say that a software firewall can be a useful tool to monitor and control your system's network activity.
Firewalls are, by nature, fairly technical tools. They interfere with your network, by design. That's what they're made for. Sort of like you wouldn't recommend a table saw to every DIY'er, I wouldn't recommend a software firewall to every computer user. Though the effects of a misconfigured firewall are, admittedly, less permanent than losing an appendage...
Also note that the above is taking into account the fact that you're already behind a router. If you were directly connected to the Internet (which is a bad idea, anyway), it would be different.