It is a good idea depending on your goal. It is a good idea, because you can copy wallet files without fear. It does not protect against stealing from an infected computer where bitcoin is running.
My goal is to get as much protection as possible. Making the stealing of the wallet.dat file useless, because you won't have the password to the keys. Allowing each address to have a unique password makes even having a trojan on your computer minimized, because if you haven't used the address during the time of the trojan, some of your addresses will still be safe.
I minimize my exposure to trojans and viruses by running operating systems that have minimal exposures (e.g. NOT Windows).
This step is necessary to make the stealing of the wallet.dat file useless.
As stated, there is no silver bullet.