I didn't have one and it's safe to say I definitely didn't regret it. That birthday was the crappiest one I have EVER had - I had just broken things off with my best friend, a cat I loved died right before it, and we adopted and returned Garnet that month. It would have been the worst party ever.
If you just want to do something for yourself, Jen, you should. Don't get sucked into a party you don't want. *hugs*
Now, what day is your birthday again?