If the dew claws stick out quite a bit (especially in the rear claws, the front ones rarely pose any danger) and you excesize your dog often, especially in tall grass & wooded terrain etc... I would reccomend having them removed.
All it takes is for a weed or something to slice it the right way & will cut that part. They bleed a lot just like a nail does. When I worked in the vets office I have seen quite a few dogs come in bleeding cause they got cut & then had to have them removed.
If you are having anything done to your dog under anesthesia (spay/neuter/dental etc..) I would reccomend having them removed at the same time. It is cheaper that way.
But if your dog is mainly an indoor dog & the dew claws do not stick out too much I wouldn't worry about it too much.