It is a good thing.

And it's as simple as e.g. (dosync (ref-set ref newval)). In fact, if you find yourself doing it a lot (don't, please!) then define yourself a little function (defn rset [r v] (dosync (ref-set r v))).

Must isn't that bad of a word, and it's a Lisp: what kind of boilerplate do you expect to write? I prefer it going on none.

It's definitely worth checking out, and if you need state, and you'll need it rarely if at all, you're better served using the built-in STM and the wonderful functions that allow you to manage it (like add-watch; what a lifesaver in a state-heavy app like a GUI) to handle the mess.