One came with my machine, but it also came with a custom table, so I don't need the extension table, it sits in the corner with the plastic still on it. I think doing anything to make the bed of the machine flush with an extension of some sort of table is essential if you want to do FMQing. I say go for it.

SewEzi has tables that can be customized for specific sewing machines. And they fold down and have wheels on them if you want to take it to class. The machine sits down in a lower shelf, and they make a plastic insert to go around the machine bed to make it flat with the table. They aren't exactly bargain basement price, but they are very well built and you can get inserts for various machines if you want to use it for several different models.