Really depends on how well you control your own LAN. I have a domain at home so no one in my family has rights to install anything except for me. Beyond that, all PC's have MSE installed to catch any viruses, etc.
In the 5 years or so since I've had this set up, I've never had an infected PC. So windows firewall is always disabled on my home PC's. From experience, having it off makes it easier to troubleshoot. But like others said, doesn't hurt to have it on.