I'm not advocating getting health insurance, exactly, but your life as you know it will end if you get seriously sick or injured. (Exception: if you have millions in the bank you're probably just fine.)

Personally I'm paying for health insurance, but only the bare minimum (rather high deductible). I consider it my rock climbing tax: insurance can give you some freedoms (the freedom to take a bit of extra risk, in this case) as well as take them away.