George has a good practice in waiting a couple of weeks to update after a software release. In the case of the recent update to 64 Capture NX2, the software was fine but there were some unique situations that could benefit from a specific series of steps in the installation.
In the case of firmware, you certainly should not have a need to take you camera to a dealer or Nikon for an update. The firmware update instructions are pretty good and work for 99.9% of people. The problem lies in the lack of frequency in firmware updates - it is normally only once every year or two so the steps and terminology are unfamiliar. For many cameras there are YouTube videos demonstrating the process. The good news is the process is getting simpler.
You should certainly keep your camera using the latest firmware. It often addresses problems that you may not have experienced but may be lurking.