The “only” reason you would not need it is if you never
get online!
Spyware:
will cause your computer to run slower;
can alter your browser
settings by changing your home and search pages or even automatically
adding entries to your favorites folder;
it is a violation of your
privacy, unless you have agreed to it.
Spyware is walking a thin
line of being classified as a Trojan horse or back-door (link)
and currently, the only defense against
it
is anti-spyware
software.