Does anyone have pet insurance?

To be honest I didn't even know that this was a real thing until the other day. My family is about to get a dog and we're trying to be responsible and consider all our options, like adopting a dog from a shelter, learning the proper methods to train, etc. So anyway, have any dog owners here had any large expenses for which they needed pet insurance, or wish they had had pet insurance? I was doing some research and trying to find some different rates and stuff ( http://www.1800petinsurance.com/ ) but I'd like to hear from some experienced and see what they recommend. Is it a good idea or is it one of those things where you don't need it most of the time, like an extended warranty when you buy something at the electronics store? Thanks!