I recommend you go buy a ROUTER with a built-in firewall. With no firewall you are completely exposed. Just because OS X isn't likely to get a virus, malware, etc. doesn't mean someone can't get into your machine.

I have always found that as the years pass, you'll need to add more (complicated) devices to your home network. Installing a router will let you have greater control over your network and a little piece of mind being behind a firewall.

HP V6000, MBP Unibody 17" 2.93+4GB+AntiGlare, Slingbox ProHD, Netgear WNR834b.V2 Router, SA 8300HDC, Pana TH-42PX500U, PS3, Kylin IPTV, SlinkLink, 2TB WD MyBook(1TB RAID), 160 ExtHDD, SMC 10/100 switch, PogoPlug (duh)