As with so many things in aviation, my answer is "it depends". My decision not to does sometimes involve some risk. For example, if I'm flying to an airport buried in the mountains that has no phone or cell service and I don't intend to fly very high, no. I've only done that a couple of times, though, and I would never do it (without a flight plan) with anyone other than me and my husband on board--I'd fly high enough to close from the air, but note even that involves some risk because landings on mountain airstrips can be tricky, so you could close and still crash on landing. But if there's no other way to close the flight plan, one doesn't have much of a choice. But if I'm on a long cross-country, I always file, give PIREPS if I encounter anything odd (and can reach Flight Service--in the mountains, even flying as high as I can sometimes isn't enough), and give updates if I have some kind of delay (like needing to stop to pee).