Not on my home systems; being behind a router and with a locally assigned (via DHCP), non-internet-addressable IP address, which 99.9% of home users have, makes firewalls unnecessary, unless you're worried about attacks from within; but I don't worry about that.
Also not on my server, which is sitting up there on the internet at large without any firewalling whatsoever. But like I said, it has exactly two ports open: 22 and 80.
I hear you about end users with little clue about security being the major problem regardless of operating system.