There is perhaps a number of items that you should never leave home without whilst out riding, and a pump is definitely one of them.
A small emergency pump can be a lifesaver if you get a puncture whilst out riding. There is nothing worse than having to ring for a pick-up all because you forgot your pump. It is also a wise investment to have a 'track' pump to leave at home. These pumps are alot bigger, you can reach tyre pressure alot quicker, and they have a guage, to ensure that your tyres are pumped up to the correct pressures.