Run one.
If only for one thing: insurance.
We were driving back from Florida with Pop's Duster when it kept stalling out. At first he couldn't figure it out. Kept playing with the carb, but after a little more diagnostic work he figured it a was fuel starvation issue. The pump wasn't picking up gas out of the tank, but it would pick up gas out a a plastic jug. He worked all night pulling the tank to find a rat's nest. Mind you, the car ran fine for the 1200 miles down. After the second fill on the trip back it started acting up. Someone change a hose on a pump and didn't check it? We don't know, but there the straw, shredded newpaper, etc, was, clogging the factory filter.
Pop took the old filter off the tube and got a metal aftermarket inline fuel filter. He cut the case open halfway to expose the paper element and used a piece of rubber hose to attach it to the end of the pick-up. It's still in the car, by the way.
Now, imagine how much of that crap would have been in the fuel lines if the factory hadn't put a filter on it.
Yeah, the above is a worst case scenario, but that's what the factory filters are engineered for.