There was just an article in PCWorld (newsletters) on the fact that many wireless users don't bother securing their network connection. The gist of it was that the instructions and process were too difficult and time-consuming for the average home user.
On a related topic, some guy just travelled an area of SoCal with a special antenna/sniffer, and found hundreds of unsecured nodes in a very small area. Sorry, can't remember the details, but since the article was in 2 Oregon papers, I'm sure it was available elsewhere.