Ya see, here's my more "philosophical" reason for not wanting a firewall (and tbh not really wanting virus scanners etc either).
DoS attacks like Ping of Death make your internets run really really slowly. This ocassionally happens to me for no apparent reason anyway (i.e. connection issues or just "cosmic rays", as they say), and when I restart my machine and/or router, it all works fine. If I was faced with a DoS attack, the symptoms would be the same - very slow connection, can't seem to do much on machine, etc; and the cure would be the same - restart router, get new connection/IP/etc.
Alternatively, I can prevent the disease from happening in the first place. I can get a firewall, either sitting physically between me and the internets, or logically between me and the internets, and stop these things. But, in my experience, firewall software is bloated and intrusive. I had ZoneAlarm - that was god awful and uninstalled it within a week. I used Sygate Personal Firewall for a while - that wasn't as bad, but it still stopped me from playing Half Life / CS every time they released an update (cos the HL.exe file changed). And it never seemed to stop an attack (unlike ZoneAlarm, which went off every five minutes!), just ocassionally give "warnings" that I was being pinged.
The point I'm making is that it seems that Firewalls seem to give me more grief than the "attacks" they're supposed to protect against. In other words, prevention, perhaps, isn't better than cure.