I've managed sites since 1996 - everyone always votes YES - but then no one shows up. I've tried it many times over the years on various types of sites/communities. Some other gun sites have chat rooms too, and they rarely have action. So, I still vote no.
Plus, for me personally - I am on and off all day long moderating and doing other stuff on the site. But I don't have the time to be in a chat room for a long period of time continuously. So, if you do put one up, I don't know how often I'll be there.