It's possible to never experience problems using only the default Windows format tool, but I have many MicroSD's due to being a collector of flash carts. I also have several SD/SDHC cards for my 3DS/DSi and Camera devices.
After having experienced the frustration of lost gameplay progress and due to crashing, I see it as a solid preventative measure, simply because I've never lost any progress or had anything crash on any of my kits once I adopted the use of the SD Formatter with every SD / MicroSD I get.
I tend to go the extra mile when I try a brand I'm not familiar with too, especially for the Class 6 and Class 10 cards -- depending on the size, I may do a full format (instead of Quick) and then do speed tests. I wouldn't recommend this unless you're especially paranoid, because a full format on even a 4GB card can take over 30 minutes or worse.