I had to buy wireless headphones in order to hear my TV while running the longarm. Unless I want the volume so loud it's painful when the machine stops, that was the only option for me.
Reasons not to buy one (I have two longarms, so just playing devil's advocate here to help you out

)
1. loud
2. space
3. cost (think of all the fabric you could buy)
4. uses electricity (more cost)
5. the lint (omg the lint! Somehow it seems worse than my regular machine)