It depends on how well your case is made, how big/heavy your card is, and if you move your machine a lot.
When I was in Korea, I bought a PC case that was very aesthetically pleasing, but (as I found out when I got it home) poorly made. The openings in the back were a mm or so too short, so when you mounted a PCI card, the screw acted like the weight on a lever, resulting in the part of the card near the opening being VERY firmly mounted and the part farthest from the opening being poorly (or not) mounted. I had to buy card keepers ( http://store.yahoo.com/directron/cardkeeper.html ) in order to keep my cards in place.
Folks with really big, heave cards and/or folks that move their machines (the LAN party crowd) need a little something extra to hold it in place as well.