I only run with the router firewall, its reasonably secure, no firewall is 100% foolproof. There are lots of sites out there to test the effectiveness of your firewall.
http://www.auditmypc.com/ is one such site. Don't be dismayed by the opening page which will list some visible addresses on your LAN, read the explanation as to why and try the other tests. I seem to remember you have a wireless setup, make 100% sure your security and encription options are up to scratch as that's where your potential problems are.