Do you have a good reason NOT to?
I don't want to stab my chickens with a needle, but I prefer that to watching them die a slow death. I read the threads from those on BYC battling Marek's, and that was enough for me.....my vaccine arrived this morning so it's all ready for my chicks. If I could have had the hatchery do the large fowl and the bantams for a few cents, I would have. Even with the extra expense of doing it ourselves because we've got silkies coming, I think it's worth it.
You can practice great biosecurity, but unless your chickens live in a bubble they're susceptible to diseases wild birds carry in. Many people do no vaccinations and end up OK, but that type of logic doesn't always hold. It doesn't mean their birds won't get sick, just that they've been lucky. As far as I know the vaccine itself does not carry big risks to dissuade from its use. And it's cheap to have the hatchery do it.