Something that you really, really don't want is to have a login banner that says something to the effect, "Welcome to our network". I say that because quite a few years ago, I attended a mentored SANS course on incident handling. Our instructor told us the story about how a company took a suspected network intruder to court, only to get the case thrown out. The reason? The alleged intruder said, "Well, I saw the message that said 'Welcome to the network', so I thought that I really was welcome there." Yeah, supposedly, that was enough to get the case thrown out.
A few years later, I related that story to the students in one of my Linux admin classes. One student said, "That makes no sense. We all have welcome mats at our front doors, but that doesn't mean that burglars are welcome to come in." I have to confess that he had a good point, and I now have to wonder about the veracity of the story.
At any rate, just to be on the safe side, you do want to set up login...