Not sure, if an own proxy is really needed...

Hi, As I know, that provider I plan to buy ADSL very soon, has no proxy. I decided to setup my own on my firewall/router, but I'm not 100% sure, that if our 2-3 user-comps surfing not too much and the router would be frequently shut-down (e.g. overnight), should I really care and setup a proxy-cache? I think here the culprit is, that the proxy-ing machine would be frequently taken from the net and turned OFF, so in fact with our poor internet usage we can't really benefit of a possible proxy. Thanks, Pelibali Ps. Security issues should be already solved by the firewall/router doing masqu./IP-fwd.