Here is my two cents on the subject...

I cannot tell you how many times someone has used a friends computer.. Next thing you know there is a trojan on the computer that opened a port letting the whole world connect. Something as simple as having Zone Alarm installed would at least pop up a notifcation saying the program was trying to access the internet.

I think it is very important to have a firewall. Whether it is necessary or not doesn't matter. Knowing their is one more barrier up is good enough for me.

Statistics are also a good reason to have a firewall. You can view exactly what is going on. You can see attempts to hack your computer, and where they come from.

You sound like you know what you are doing. It's a good thing that you blocked all those ports. But I am a firm believer in the more security, the better.