If you've never experienced a power failure due to a blackout, or circuit breaker flip, or blown fuse, consider yourself very lucky. For most people, losing data due to a loss of power can be a nightmarish experience. I've personally experienced data loss due to a power outage. Worse yet, when power returns, the surge can be so great that equipment gets damaged.
If you're not using your PC for anything other than entertainment and gaming, then having backup power may not be critical. However, there are moments in gaming where you've just acquired an extremely rare relic or the mission you're on took forever and you're just about to reach a save point. Then the power goes out.
Thankfully, I've learned my lesson the hard way and all of my equipment, including the network, is backed up by uninterruptible power supplies. When I used to play World of Warcraft, I experienced a rolling blackout right at the moment victory in a 40-man raid—yeah, this was during vanilla WoW. Thankfully, I didn't lose precious loot. The blackout lasted for 15 minutes, but my UPSes were able to sustain me for 40 minutes. It's better to be safe than sorry!
After spending several weeks with a range of UPSes from various vendors, I chose the best three options for most people.