It is up to you but I think it makes your site stand out big time. There are many free ones too. What ever you decide I would go with one that is XHTML 1 compliant and easy to modify. A text based navbar makes adding links easy etc...
Check out my style and a couple others I have been messing around with that were released here for free...
www.talkandmore.net
You can actually make the default style look pretty kick ass too just by changing the colors..