firewall set off by default

Firewall is set off by default in all OSX versions i had so far. Can understand Apple wants to ensure user get easy into their networks. Does anybody have expereience if it's hard to get onto my Mac if i'm using a hotel network for example. Should make no difference between open WLAN networks at coffee shops or sharing a network in a hotel.

Question: Does it make a big difference of making it harder for someone to get access to my Mac if Firewall is turned on.