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If you dont have one, the robots will create a lot of errors when trying to look at it. I would guess that having a robots.txt could be taken as a sign of professionalism by some of the engines.
It's easy to make, will not hurt you and might bennefit you
Google and having *no* robots.txt file
could this be hurting your site?
[webmasterworld.com...]
The thread includes a link to a post by GoogleGuy on the subject; but, for whatever reason, the link doesn't work. Here's what GoogleGuy said:
I've seen this hit a couple webmasters lately and wanted to mention it. If someone requests a robots.txt file, don't return some custom 404 page or strange page with HTML, graphics, etc. This can happen if your webserver is configured to return a pretty page for requests when the page doesn't exist.
Essentially, if you are using Apache and have a custom 404 page, then you need at least a blank robots.txt file. See the thread for details.