"It's a hostile environment out there. Attackers have become extremely indiscriminate." - Kevin Mitnick.
Each PC was connected to the Internet via a broadband DSL connection and monitored for two weeks. The result? Break in attempts happened almost instantly, and continued long and hard. An average of 341 attacks per hour were recorded against the Windows XP machine with no firewall or recent security patches, 339 per hour against the Apple Macintosh and 61 per hour against the Windows Small Business Server.
According to the article, an estimated 67% of consumers do not use a firewall. More here.