"Anyone using broadband without a firewall deserves what they get."
Are you saying the computers on a local net behind the router, need firewalls running? Most routers, Linksys being the one I use, have features in them that allow you to tailor the router to 'act like a firewall'. Even though the router doesn't actually say it's a firewall. Some of the new cheap(<$100) Linksys actually have a real firewall built in to their software.
I just setup another Linksys BEFSR41 for a client today. This router runs a flavor of Linux.
In my experience, the cheap routers are quite effective at thwarting attacks. I have put instruments on the broadband connection and you can see the probing going on. The router dumps the attacks. NAT is quite effective, probably enough for the average user.
IMHO the average home user would benefit greatly from putting a $50 router between their PC and the Internet, regardless the connection used.
BTW, Linksys have periodic updates to the software, updating is quite simple. I would recommend that all software be kept up to date.
If you are really paranoid about your data, encrypt it, and back it up regularly.