Anand marvelous attack against naked king.
It is always wise to put a defensive piece or two around your king because you will never know when your opponent strike. It will be deadly when all your pieces are far away, eventhough you might win materials in the process. Even your opponent diminished forces can execute a coordinated attack against your king. What will you do with your extra materials when you are mated?
Here is the game from Anand that illustrates the point.