Fluids have a lot of purpose in a car -- and believe it or not, most of them are equally as important as gasoline. True, without fuel, you're not going anywhere ... but that's probably the worst that'll happen (assuming you're out of harm's way when you actually start to sputter out). Your car's other liquids actually bear a heavy burden, too. Maybe even heavier than the expensive stuff you burn to keep going.
You always need oil -- if your engine's moving parts go dry, they'll seize up for good. Same with the transmission fluid. Brake fluid helps maintain proper pressure within the braking system. And your car's coolant (aka antifreeze) keeps things from getting too hot or too cold -- running out of any of these fluids can be disastrous.
And everyone's heard horror stories about a minimum-wage tech at the local outpost of the national lube chain who forgot to refill the oil after a change, right? Well, those things happen. It can happen to the so-called pros and it can happen to you, too. So if you're DIY-ing it up in your garage, double- and then triple-check that you replaced whatever liquids you drained. It doesn't hurt to check after your mechanic's done, either. If you screw that up, it won't matter that you're always out of windshield washer fluid.