Would you like to be (or already are) featured on some high-traffic web sites, such as Digg, delicious.com, or StumbleUpon? If the answer is yes, you have to make sure that your blog can survive a 5000/10000 new visitor's rush.
For example, I often click on featured links on Digg. Almost once daily, I'm redirected to a blog that takes forever to load or, even worse, doesn't respond at all. This wouldn't happen in the blog if WP Super Cache is used.
WP Super Cache can be downloaded for free on http://ocaoimh.ie/wp-super-cache/. As usual, follow the procedure about installing a plugin on page 1 to install your copy of WP Database Backup.
Once done, you'll find a WP Super Cache under the Settings tab of your WordPress dashboard.