I ran without mine for about a year.
As was mentioned, not having a step may not bother you and it didn't bother me at all. But it was a bit troublesome for my wife when not in her boots (think hi heels) and my mom who I would give a ride to every once in a while (elderly).
Also, you're going to find mud/road debris gets thrown literally everywhere. I never suffered any rock chips, but it was kind of a bummer to grab your door handle and find it totally caked/covered in mud. Here's a mild example of what I mean:
And it was views like this that convinced me I needed to rethink that decision:
I ended up going with Hefty Fabworks sliders. I didn't want something that bolted to the bodywork; I wanted something that could take the hit of a rock like that ^^ and not bend, taking the body work its bolted to with it. I also wanted a hi lift jack point, which bolt ons would NOT be.
Here's my thread on all that:
http://www.fordraptorforum.com/f5/sliders-skid-plates-oh-my-warning-pic-heavy-9665/