Yup if you have a good router / routers - firewall then you would not really need a software firewall.
Having a software one is a good idea as with several routers linksys / cisco if there is a bug then your pc is left open to the monkey trying to hack your pc provided he does not know you are using linux and he's hacking the windows he thinks you have on the pc. LOL
Depends on the threat level and if there is anything worth stealing. Only persons that know you have something to steal would make a effort to try and steal it , as going for something that might not be there = risk = lazy = no success = forget it , they like soft targets / windows users that click "this is a virus do not click it" e-mails.
Most of the time Dos , ARP or ip spoofing is done and this usually has only a real effect on a windows pc + reseting the router or changing the mac adress = new ip = your old dead ip is being hacked or annoying your isp but they can handle stuff like this hopefully.
Anyone that is clued up and really wants to get in to your pc would do it without you knowing on any OS and no software or hardware can block that but then again how many persons would really want to mess with you or has the expertise / time that can not just brake a window and steal the pc = much easier + it is 99.9% someone close that has access to the room / office / house your pc is in that does something like this or personal info on weak security website's / bank website / paypal / hacked-bay -> ebay.
You keep your stuff safe and locked + several backup coppies in safe places then you should be okay most of the time or have coppies to recover from in case of emergency. Nothing worse than getting your id stolen and nothing to prove who you are.
The choice is your's to set AP isolation in the wireless router + wap2 and mac adress blocking if wifi router as it helps. Wep has been hacked in 2003 or there about so anyone can intercept / fake the internet connection /DNS you have if not secured and then use that info to steal from you. Like tuning the radio to a free fm station = music if encrypted it is more difficult and with enough time + computers any code has been broken.
Windows = rusted chicken wire fence submarine body when it comes to security = no windows close by or on a network = 90% less chance of problems.
You can look at tor.eff.org , showmyip.com and several other website + links to help keep the boogie man out and use https:// for the banks and or e-mail accounts and keep it in secure mode = makes live more difficult for would be thief instead of http://
Windows = zonealarm + avast free home edition has p2p / email / IM / network etc it has 7 shields + using http://www.hitmanpro.nl
and the 5+ free / demo spyware scannersit has = good choice. Live tcp viewer to check connections to funny places like 220.127.116.11 lan multicast something rubish ??
Hope this helps.
PS> UPNP is nasty big hole in firewall kill it if you can in router and on pc's.