Spybot is NOT a firewall, so yes you do need a firewall.
My advice-if you want to purchase a firewall, see if what you are interested in has a trial offer.
Install it, use it and get a feel for it. If it slows your system down, or you don't like it uninstall and find something else. You wouldn't want to pay for something that doesn't play nice with your computer.
Another option-there are excellent free programs available.
You can view a list of Bleeping Computer recommended free programs