It really depends on the environment where you're playing. If you only play at home you probably won't have a lot of stray EM fields to worry about. If you don't get a lot of noise shielding isn't necessary. If you play in clubs, theaters, outdoor events, etc you can't know what to expect. In that case you're better off shielding.
I have found that passive pickups don't really require shielding. Except active preamps, they tend to be greatly helped from shielding. The part of it that seems a no brainer is, it doesn't take that long and the benefits can be great.