You need to clearly indicate what type of firmware you are speaking of. In this case, I assume you are referring to PC BIOS updates. Unless there is a bug that is affecting you, I would advise not to worry with it, as they are barely even used beyond the bootup process anymore. It is not like it will make any difference in performance (though perhaps new options it offers could, theoretically). Review updates to see if any pertinent bugs have been fixed though, something that is very rare.
Most modern devices probably have a recovery copy of the firmware to boot from in case of corruption, making bricking of them near impossible, but who knows, I've not checked. The days of bricking things due to firmware updates are definitely going away at some point though, as we have enough extra storage capacity to safely perform updates by always having a reliable backup copy of the firmware to use in case the checksum on the new firmware fails at bootup. In other words, check to see if firmware is valid. If so, boot to it. If not, boot from recovery. On update, only update new firmware. Never touch bootstrap or recovery firmware copy. When we didn't have enough space to store an extra copy, this was an issue, but no such much anymore, at least for properly designed devices.
The above 'recovery firmware' is used by wireless routers and such, for instance, except their recovery firmwares provide only one role: Flashing a proper firmware onto the device.