I’d say if you plan on using it any public places, or if you don’t have full control over all the computers/technology in your home network, it’s a good idea to run one. It’s a nice last resort should someone on the same lan have a piece of malicious software.
I want to second this. Paid is only $2 a month or $20 a year. Excellent for blocking various trackers on all devices even those not on your home network.