Less important than it used to be, for varying reasons. Platinum/iridium plugs are harder to gap without damaging the fancy electrode, and so they often come pre-gapped. Also, modern motors tend to run similar compression ratios and air/fuel mixtures, and so the variation in gap is small - even if the gap is incorrect, you may not notice under most conditions.
That said, it depends on the plugs and the bike. If you bought cheap plugs for an old bike, you might want to spring the additional handful of dollars for a gapping tool. Most of them are **** unfortunately