Emergency Funds: Do you have one?

We are starting an emergency fund (yes, we FINALLY have one of those).

We really need to get our emergency fund built up. I don't like what's going on in the world right now and I'd feel better if we had a safety net. I want to build that up a little faster than we have been but I don't want to give up EVERYTHING to do it. I don't want to pinch every penny...just enough to make me feel a little better.

Do you have an emergency fund?