It happens. We had a case recently where a school was called up by a professional photographer for using one of his images without consent. He refused to accept an apology (even though none of the people responsible for the website going up were still working there) and immediate withdrawal, and pressed for payment, which the school had no choice but to make. You may think it's unlikely, that it won't happen to you, but the question is whether it is worth the risk – if a particular image is integral to your site design then apart from the moral/ethical aspect that theft is theft, what is going to happen to your site if you get a notice ordering you to remove the image? It could well mess up the whole design ... do you want to take that risk?
I have put a lot of photos on the internet over the years, and on the whole I would be happy for people to use them as long as they asked my permission first. In most cases, I would be unlikely to ask for anything more than a line crediting the photo to me, but nevertheless it remains my inalienable right to make that choice. Anyone who has copied my images without permission is far more likely to feel my wrath and be hit with a hefty bill.