It is vital to follow the Human Interface Guidelines (HIG) for your platform. On some platforms (such as Apple's iOS), failure to follow the HIG is grounds for rejection of your app. No matter what you feel about it, the HIG is designed to ensure that all apps have some degree of consistency and user friendliness. The HIG isn't there to pound you into submission, rather for legitimately good (and well-thought-out) reasons.

See these guides for more information:

Should you target another platform not covered in this book, you'll want to search for the corresponding HIG. It may not always be named quite the same, but every platform has something similar, even if it isn't enforced to the same degree as Apple's.