Its a different answer for everyone...and if your account is very small and you're only making 3 trades/week, its possible you don't. I use level to select the best trades and get better executions, see my level 2 dvd: http://www.timothysykes.com/2009/11/details-on-exactly-what-my-new-learn-level-2-dvd-package-is-all-about/

To expand a little; If you are going to actually day trade then yes - without it you are seriously hurting your chances of success. If you are not day trading then maybe...MAYBE not as much. However, the differnce between getting into/out of a position quickly and not can be the difference between makeing/losing money. I guess my question would be why would you not? TOS, IB, SOGO trade...so many choices for direct access. Good luck!