Yeah I run a UPS :S Depending on where you live, if you have at least a semi-expensive rig or even something you don't want to endanger, i'd say you'd be kinda foolish not to at least have some sort of failsafe.
There's power outages plenty of times through the year where i live, big znow/ice storms, or thunderstorms.
I never used to run one, till a power outage/surge fried the crap out of an old system lol. Haven't had to worry since.