how risky is it to have Macs online these days?

[M A V I C]

If you have a soho router connected to a single IP DSL connection, it's not the router's firewall that protects you. Those firewalls are pretty much all open by default anyway and you have to close the ports yourself. What protects you is the Network Address Translation (NAT.)

Otherwise the computers' addresses are directly accessible from the internet.