How important is an I/O shield or backplate?

Not very. Its a good thing to have in terms of grounding/shielding, but if you dont use it no great harm should come to you.

If you've got one, use it. If not, ignore it or try to get the manufacturer to ship you one
 
Easy way for dust to get into the case if you run with negative air pressure. I run my second PC without one.
 
Easy way for dust to get into the case if you run with negative air pressure. I run my second PC without one.
That was pretty much what i was going to say regarding dust

As well as making it easier to plug things in "blind" as if you miss you normally hit the backplate - but thats more a minor problem
 
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