I just wanted to chip in for the other side. I started DD on a very, very rough routine at about 5 weeks old based on the Supernanny cornerstone routine. She enjoyed it and it helped me feel more in control - happy mum, happy baby!
If you would like to try some sort of routine, start taking notes of what your baby does themself throughout the day. When we looked at it, DD was basically doing a 3-hour routine naturally: eat, activity, sleep. She woke at roughly the same time in the mornings too. So we went with this vague routine which meant we had bottles ready on time (rather than panicking when she was screaming, she's never been one for the 'hunger cues') and, now she is 16w, we can estimate when she will want to sleep and generally get her down for a nap before a meltdown. For us, I feel having a routine during the day has really helped her have enough milk and naps during the day to settle well at night.
The one thing I think people misunderstand about the term 'routine' is that it really doesn't have to be a rigid Gina Ford-type routine. It can be quite lax and you can still be responsive to your baby's needs. If DD screams for food after just 2 hours rather than her usual 3, I'll feed her. If she is really tired at 6.30 rather than her usual 7.30, I'll put her to bed.
Routines aren't for everyone. Personally I struggled without one and am not naturally the kind of person who could just completely go with the flow all day. If you are happy with everything now then great, go with it! But if you aren't happy and want a little more structure then maybe try a routine.
Of course baby hasn't read the books and won't have a clue. I don't think a routine will work if you are drastically changing their natural behaviour, and also some babies just won't take to one. I reckon that for the first month or so of following our routine DD didn't realise that she was in a routine, but after a few weeks it settled down and she is much happier with regular feeds and naps (I don't think she is the kind of baby who realises what she wants until it is almost too late - she was a SCBU baby and I wonder whether that makes a difference, as they are fed to a routine from day 1)
If it helps, our routine is:
7.30/8.00 - wake, bottle
10.00 - nap
11.00 - bottle
13.00 - nap
14.00 - bottle
16.00 - nap
16.30 - bottle
18.00 - 15 min 'power nap'
19.00 - 1/2 a bottle
19.30 - bath
19.45 - other 1/2 a bottle, bed
But above all, do what you are comfortable with! If you don't want to follow a routine then don't, and don't let people tell you you 'have' to have one. If you do want to have one, then have one.
Good luck with whatever you decide!