You are going to regret this gamble if your animal comes down with heartworms. Unfortunately your decision if it is wrong, impacts your dogs health and well being and the dog doesn't even get to vote on it. I feel the same way about parents that don't get vaccines for their children and the child comes down with a very serious illness that could have easily been prevented. If I was that parent, I would never forgive myself.....
I feel very comfortable with the level of "risk" I am taking, since I understand the life cycle of heartworms and know how low the risk of infection where I live is for my dog - a level where dosing with a pesticide on a monthly basis would affect my dog worse.
My decisions weren't made ignorantly or without thorough research.
My dog is tested for heartworm twice a year, and no matter how unlikely it is, if he ever was found to be infected, the infestation would still only be at a level where treatment doesn't really involve anything but giving exactly the same drug you use for prevention.