For me, it depends on the game. If I'm playing casual games like Bejeweled, or other Facebook games, then no. I actually keep the sound off on purpose as some run ads in between moves. If I am playing a more involved game, like World of Warcraft, then absolutely. Hearing what's going on in the game is critical.
No, I only use a laptop, so I don't need speakers. I think my husband had them though, when he used his computer, that hasn't worked for a couple of years now. (I'll be giving him my laptop, when I buy my 1" smaller/lighter weight pink Apple 1. It will be a lot easier to cart down to Melbourne, when we visit.)